haku: @author Rozeff, M. S. / yhteensä: 10
viitteet: 1-10 / 10
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1.
Long-run performance after stock splits: 1927 to 1996
Journal of Finance
2003 : JUN, VOL. 58:3, p. 1063-1085
 2003 Byun, J.
Rozeff, M. S.
2.
Record Date, When-Issued, and Ex-Date Effects in Stock Splits
Journal of Financial and Quantitative Analysis
2001 : MAR, VOL. 36:1, p. 119-139
 2001 Nayar, N.
Rozeff, M. S.
3.
Market efficiency and insider trading : new evidence.
Journal of Business
1988 : JAN, VOL. 61:1, p. 25-44
 1988 Rozeff, M. S.
Zaman, M. A.
4.
Size and earnings/price ratio anomalies : one effect or two?
Journal of Financial and Quantitative Analysis
1984 : DEC, VOL. 19:4, p. 449-466
 1984 Cook, T. J.
Rozeff, M. S.
5.
Predicting long-term earnings growth : comparisons of expected return models, submartingales and value line analysts.
Journal of Forecasting
1983 : OCT-DEC, VOL. 2:4, p. 425-435
 1983 Rozeff, M. S.
6.
The SEC's rejection of SFAS no. 19 : tests of market price reversal.
Accounting Review
1982 : JAN, VOL. 57:1, p. 1-17
 1982 Collins, D. W.
Rozeff, M. S.
Salatka, W. K.
7.
Adaptive expectations, time-series models, and analyst forecast revision.
Journal of Accounting Research
1979 : AUTUMN, VOL. 17:2, p. 341-351
 1979 Brown, L. D.
Rozeff, M. S.
8.
The predictive value of interim reports for improving forecasts of future quarterly earnings.
Accounting Review
1979 : JUL, VOL. 54:3, p. 585-591
 1979 Brown, L. D.
Rozeff, M. S.
9.
Univariate time-series models of quarterly accounting earnings per share: a proposed model.
Journal of Accounting Research
1979 : SPRING, VOL. 17:1, p. 179-189
 1979 Brown, L. D.
Rozeff, M. S.
10.
The superiority of analyst forecasts as measures of expectations: evidence from earnings.
Journal of Finance
1978 : 1 MAR VOL.33 p.1-16
 1978 Brown, L. D.
Rozeff, M. S.
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