The DOI matches its Crossref record; 37 of the 37 references it cites were found in a registry or an index.
Financial reporting complexity and investor underreaction to 10-K information
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Citations
Cites
Common risk factors in the returns on stocks and bonds
Fama, E. F., & French, K. R. (1993) · Journal of Financial Economics · doi:10.1016/0304-405x(93)90023-5 · Cited by 25,754
On Persistence in Mutual Fund Performance
Carhart, M. M. (1997) · The Journal of Finance · doi:10.1111/j.1540-6261.1997.tb03808.x · Cited by 17,283
The Cross‐Section of Expected Stock Returns
FAMA, E. F., & FRENCH, K. R. (1992) · The Journal of Finance · doi:10.1111/j.1540-6261.1992.tb04398.x · Cited by 17,261
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
JEGADEESH, N., & TITMAN, S. (1993) · The Journal of Finance · doi:10.1111/j.1540-6261.1993.tb04702.x · Cited by 11,584
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
Petersen, M. A. (2009) · Review of Financial Studies · doi:10.1093/rfs/hhn053 · Cited by 10,746
The Quality of Accruals and Earnings: The Role of Accrual Estimation Errors
Dechow, P. M., & Dichev, I. D. (2002) · The Accounting Review · doi:10.2308/accr.2002.77.s-1.35 · Cited by 5,152
A model of investor sentiment /
Barberis, N., Vishny, R. W., Shleifer, A., & Research., N. B. O. E. (1997) · University of Michigan Library Repository · Cited by 4,013
A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
Hong, H., & Stein, J. C. (1999) · The Journal of Finance · doi:10.1111/0022-1082.00184 · Cited by 4,001
Barberis, N., Shleifer, A., & Vishny, R. (1998) · Journal of Financial Economics · doi:10.1016/s0304-405x(98)00027-0 · Cited by 2,858
Detecting long-run abnormal stock returns: The empirical power and specification of test statistics
Barber, B. M., & Lyon, J. D. (1997) · Journal of Financial Economics · doi:10.1016/s0304-405x(96)00890-2 · Cited by 2,689
Cited by
The financial reporting environment: Review of the recent literature
Beyer, A., Cohen, D. A., Lys, T. Z., & Walther, B. R. (2010) · Journal of Accounting and Economics · doi:10.1016/j.jacceco.2010.10.003 · Cited by 2,609
Textual Analysis in Accounting and Finance: A Survey
LOUGHRAN, T., & MCDONALD, B. (2016) · Journal of Accounting Research · doi:10.1111/1475-679x.12123 · Cited by 2,261
Measuring Readability in Financial Disclosures
LOUGHRAN, T., & MCDONALD, B. (2014) · The Journal of Finance · doi:10.1111/jofi.12162 · Cited by 1,446
Disclosure processing costs, investors’ information choice, and equity market outcomes: A review
Blankespoor, E., deHaan, E., & Marinovic, I. (2020) · Journal of Accounting and Economics · doi:10.1016/j.jacceco.2020.101344 · Cited by 1,076
The information content of mandatory risk factor disclosures in corporate filings
Campbell, J. L., Chen, H., Dhaliwal, D. S., Lu, H.-M., & Steele, L. B. (2014) · Review of Accounting Studies · doi:10.1007/s11142-013-9258-3 · Cited by 923
Metadata
- Authors
- You, H., & Zhang, X.-J.
- Venue
- Review of Accounting Studies
- Published
- 2008-11-04
- Volume
- 14
- Issue
- 4
- Pages
- 559-586
- ISSN
- 1380-6653 (ISSN-L)
- 1573-7136
- OpenAlex
- W3124487186
- Cited by
- 599
- References
- 37
- FWCI
- 25.23
- Type
- journal article
- Language
- en
- Open access
- green
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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- CoChat. (2026). Citation check: Financial reporting complexity and investor underreaction to 10-K information. https://app.cochat.ai/papers/10.1007/s11142-008-9083-2
- The paper
- You, H., & Zhang, X.-J. (2009). Financial reporting complexity and investor underreaction to 10-K information. Review of Accounting Studies. https://doi.org/10.1007/s11142-008-9083-2
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
