On the Relationship Between Accounting Earnings and Stock Returns : Model Development and Empirical Tests Based on Swedish Data

Thesis

Open access

Hans Hällefors

Stockholm School of Economics

Licentiate of Philosophy, Stockholm School of Economics

2013

Abstract

Current returns

Current earnings

Earnings response coefficient

Earnings surprice

Future earnings

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Title: On the Relationship Between Accounting Earnings and Stock Returns : Model Development and Empirical Tests Based on Swedish Data
Creators - without role: Hans Hällefors - 46SSOE_INST___140
Awarding Institution: Stockholm School of Economics; Licentiate of Philosophy
Theses and Dissertations: Licentiate of Philosophy, Stockholm School of Economics
Publisher: Stockholm School of Economics
Number of pages: 180
Identifiers: 9789172588837; 991001501299306056
Academic Unit: Department of Accounting
Language: English
Resource Type: Thesis