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The Effect of Ex Ante Earnings Uncertainty on Earnings Response Coefficients.

Eugene A. Imhoff; Gerald J. Lobo

The Accounting Review 1992

Examines the effect of the uncertainty in analysts' earnings forecasts on the relation between unexpected returns (UR) and unexpected earnings (UE). Review of related research; Description of measures and research methodology; Model for controlling ex ante uncertainty; Implications of the study.

DOI
10.2308/tar-9605305895
Volume
67 (2)
Pages
427-439
Language
en
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