THE ASSOCIATION BETWEEN THE MAGNITUDE OF QUARTERLY EARNINGS FORECAST ERRORS AND RISK-ADJUSTED STOCK RETURNS

Rl Hagerman, Me Zmijewski and P Shah

Journal of Accounting Research, 1984, vol. 22, issue 2, 526-540

Keywords: Forecasting; Quarterly earnings forecast error; Risk adjusted stock returns; Unsystematic returns (search for similar items in EconPapers)
JEL-codes: G14 G17 G32 M41 (search for similar items in EconPapers)
Date: 1984
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Citations: View citations in EconPapers (13)

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Persistent link: https://EconPapers.repec.org/RePEc:bla:joares:v:22:y:1984:i:2:p:526-540

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DOI: 10.2307/2490662

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Journal of Accounting Research is currently edited by Philip G. Berger, Anna Costello, Luzi Hail, Valeri Nikolaev, Haresh Sapra, Laurence van Lent and Regina Wittenberg Moerman

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