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Keywords: earnings uncertainty
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Journal Articles
Journal Articles
The Accounting Review (2021) 96 (1): 91–116.
Published: 01 January 2021
...Woo-Jin Chang; Steven J. Monahan; Amine Ouazad; Florin P. Vasvari ABSTRACT We evaluate whether reported accounting numbers are informative about earnings uncertainty and whether earnings uncertainty is priced. We use quantile regressions to forecast the standard deviation, skewness, and kurtosis...
Includes: Supplementary data