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Earnings Revisions

•Victor L. Bernard and Jacob K. Thomas, Evidence That Stock Prices Do Not Fully Reflect the Implications of Current Earnings for Future Earnings, The Journal of Accounting and Economics, Volume 13 (1990), 305-340.

•Jeffrey T. Doyle, Russell J. Lundholm and Mark T. Soliman, "The Extreme Future Stock Returns Following Extreme Earnings Surprises", Working Paper (December 2003).

•Michael W. Brandt, Runeet Kishore, Pedro Santa-Clara, Mohan Venkatachalam, Earnings Announcements are Full of Surprises, UCLA Working Paper, June 2007

•Narasimhan Jegadeesh, Joshua Livnat, "Post-Earnings-Announcement Drift: The Role of Revenue Surprises", Financial Analysts Journal, Vol. 62, No. 2, pp. 22-34, April 2006

•Livnat , Joshua and Santicchia , Massimo ,Cash Flows, Accruals, and Future Returns. Financial Analysts Journal, Vol. 62, No. 4, pp. 48-61, July/August 2006.

•Narasimhan Jegadeesh, Joshua Livnat, Revenue Surprises and Stock Returns, Journal of Accounting and Economics

•Joshua Livnat & Richard R. Mendenhall, 2006. "Comparing the Post-Earnings Announcement Drift for Surprises Calculated from Analyst and Time Series Forecasts," Journal of Accounting Research, Blackwell Publishing, vol. 44(1), pages 177-205, 03.

•Hong, Dong, Lee, Charles M.C. and Swaminathan, B., Earnings Momentum in International Markets (February 2003). Available at SSRN: http://ssrn.com/abstract=390107 or doi:10.2139/ssrn.390107

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