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The Accounting Review Vol. 99 No. 3 2024

Experience with Non-GAAP Earnings and Investors’ Pricing of Exclusions

Sarah E. McVay1; Edgar Rodriguez-Vazquez2; Sara Toynbee3

1 University of Washington · 2 Baruch College – CUNY · 3 The University of Texas at Austin

Abstract

Although the increase in non-GAAP earnings metrics has drawn unfavorable attention from regulators and standard setters, it can provide valuable experience for investors. We investigate whether experience with non-GAAP earnings metrics influences investors’ pricing of non-GAAP exclusions. We measure experience as the frequency with which managers or analysts provide non-GAAP earnings over the prior eight quarters and find that experience aids in the pricing of non-GAAP exclusions. Absent prior experience with non-GAAP earnings metrics, investors appear to overestimate the persistence of exclusions at the earnings announcement, which corrects in the following months. Cross-sectional tests suggest that experience facilitates investors’ pricing of non-GAAP exclusions by reducing their information processing costs.

DOI
10.2308/tar-2021-0645
Volume
99
Issue
3
Pages
397-427
Language
en
Sources
crossref bibtex:phds-export.bib openalex

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