We would like to thank Richard Leftwich (the editor), an anonymous referee, Mark Bradshaw, Ian Gow, Amy Hutton, Rueven Lehavy, Lihong Liang, Scott Richardson, and workshop participants at the Carnegie Mellon summer camp, Dartmouth University, George Washington University, London Business School, Massachusetts Institute of Technology, University of Melbourne, University of Michigan, University of Montana, University of Pennsylvania, Queens University, University of Queensland, and the American Accounting Association 2004 Annual Meeting. The data used in this study are publicly available from the sources indicated in the text.
1475-679X/asset/JOAR_left.gif?v=1&s=d0573f42c81e33c62eb3cef3f60df4af770b38d0)
The Extreme Future Stock Returns Following I/B/E/S Earnings Surprises
Article first published online: 25 SEP 2006
DOI: 10.1111/j.1475-679X.2006.00223.x
Additional Information
How to Cite
DOYLE, J. T., LUNDHOLM, R. J. and SOLIMAN, M. T. (2006), The Extreme Future Stock Returns Following I/B/E/S Earnings Surprises. Journal of Accounting Research, 44: 849–887. doi: 10.1111/j.1475-679X.2006.00223.x
Publication History
- Issue published online: 24 OCT 2006
- Article first published online: 25 SEP 2006
- Received 5 March 2004; accepted 24 July 2006
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