Firm Growth and the Valuation Relevance of Earnings Levels,Earnings Innovations,and Dividends

Antle R. Demski J. S. Ryan S. C. 1991. “Multiple sources of information, valuation, and accounting earnings.” Unpublished manuscript, New Haven, Conn.: Yale University.

Ball R. Kothari S. P. Watts R. L. 1988. “The Economics of the relation between earnings changes and stock returns.” Unpublished manuscript, Rochester, N.Y.: University of Rochester.

Bernard V.L. Stober T. 1989. “The nature and amount of information in cash flows and accruals.” The Accounting Review LXIV: 624–652.

Biddle G. C. Seow G. S. 1991. “Relative versus incremental information content: Cross-industry evidence for net income, cash flows, and sales.” Unpublished manuscript, Seattle, WA: University of Washington.

Collins D. W. Kothari S. P. 1989. “An analysis of intertemporal and cross-sectional determinants of earnings response coefficients.” Journal of Accounting and Economics 11: 143–181.

Ohlson J. A. 1991. “The theory of value and earnings and an introduction to the Ball-Brown analysis.” Contemporary Accounting Research 8: 1–19.

Ohlson J. A. 1991. “Earnings, book values and dividends in security valuation.” Unpublished manuscript, New York: Columbia University.

Ohlson J. A. Schroff P. K. 1991. “Changes vs. levels in earnings as explanatory variables for returns: Some theoretical considerations.” Unpublished manuscript, New York: Columbia University.

Powell J. L. Stock J. H. Stoker T. M. 1989. “Semiparametric estimation of index coefficients.” Econometrica 57: 1403–1430.

Robinson P. M. 1988. “Root-N-consistent semiparametric regression.” Econometrica 56: 931–954.

Silverman B. W. 1986. Density Estimation for Statistics and Data Analysis. New York: Chapman and Hall.

Stone C. J. 1984. “An asymptotically optimal window selection rule for kernel density estimates.” Annals of Mathematical Statistics 12:1285–1297.