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 …

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 …

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 …

… 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 …

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 …

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 …

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 …

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…

A new intermediate polar (IP) has been found during a programme of optical identification of
extreme-ultraviolet sources from the ROSAT Wide Field Camera all-sky survey. The new IP, …