Empirical anomalies based on unexpected earnings and the importance of risk adjustments
RJ Rendleman Jr, CP Jones, HA Latane - Journal of Financial economics, 1982 - Elsevier
The purpose of this paper is to reexamine Reinganum's study which indicates that abnormal
returns could not be earned unexpected quarterly earnings information, and to document …
returns could not be earned unexpected quarterly earnings information, and to document …
An analysis of risk and return characteristics of corporate bankruptcy using capital market data
J Aharony, CP Jones, I Swary - The Journal of Finance, 1980 - Wiley Online Library
THE ABILITY TO PREDICT corporate failure has drawn considerable attention from economic
researchers. The importance of such efforts is obvious. Corporate failure is an indication of …
researchers. The importance of such efforts is obvious. Corporate failure is an indication of …
Quarterly earnings reports and intermediate stock price trends
CP Jones, RH Litzenberger - The Journal of Finance, 1970 - JSTOR
TRADITIONAL LITERATURE on security analysis embraces the study of financial statements
as an integral part of the investment process. Investors spend mil-lions of dollars annually …
as an integral part of the investment process. Investors spend mil-lions of dollars annually …
Can tax-loss selling explain the January effect? A note
CP Jones, DK Pearce, JW Wilson - The Journal of Finance, 1987 - JSTOR
… Finally, to determine whether the January effect exists for large firms, we analyze the
returns to the Dow Jones Index. However, on the basis of our analysis of the early Dow Jones …
returns to the Dow Jones Index. However, on the basis of our analysis of the early Dow Jones …
Standardized unexpected earnings--1971-77
HA Latane, CP Jones - The journal of Finance, 1979 - JSTOR
A RECENT ARTICLE IN this journal [5] measured the informational content of quarterly
earnings reports and the effects of this information on stock prices. The empirical evidence …
earnings reports and the effects of this information on stock prices. The empirical evidence …
An analysis of the S&P 500 index and Cowles's extensions: Price indexes and stock returns, 1870–1999
JW Wilson, CP Jones - The Journal of Business, 2002 - JSTOR
This article provides a consistent monthly stock price index from January 1871 through 1999.
The broadly defined S&P Weekly Index is reconstructed from 1918 and carried forward as …
The broadly defined S&P Weekly Index is reconstructed from 1918 and carried forward as …
Further insight into the standardized unexpected earnings anomaly: Size and serial correlation effects
RJ Rendleman Jr, CP Jones, HA Latané - Financial Review, 1987 - Wiley Online Library
Studying size and serial correlation effects, the authors examine why portfolios selected on
the basis of standardized unexpected earnings (SUEs) exhibit excess returns. Results of the …
the basis of standardized unexpected earnings (SUEs) exhibit excess returns. Results of the …
Optical studies of V404 Cyg, the X-ray transient GS2023+ 338–I. The 1989 outburst and decline
J Casares, PA Charles, DHP Jones… - Monthly Notices of …, 1991 - academic.oup.com
We present the results of optical spectroscopy and photometry of V404Cyg, the optical
counterpart of the recently discovered X-ray transient GS2023 + 338 by GINGA (Makino et al. 1989…
counterpart of the recently discovered X-ray transient GS2023 + 338 by GINGA (Makino et al. 1989…
[CITATION][C] Investments: analysis and management
CP Jones - 2007 - John Wiley & Sons
Earnings Reports and Market Efficiencies: An Analysis of the Contrary Evidence.
OM Joy, CP Jones - Journal of Financial Research, 1979 - search.ebscohost.com
This article analyzes studies on the issue of market efficiency with regards to earnings reports.
Most of the earnings studies that present evidence contrary to the efficient market thesis …
Most of the earnings studies that present evidence contrary to the efficient market thesis …