The DOI matches its Crossref record.
Evidence that stock prices do not fully reflect the implications of current earnings for future earnings
Overview
The claims and statistics of this paper haven’t been checked yet.
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Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
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Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
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Citations
Cited by
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
FAMA, E. F. (1991) · The Journal of Finance · doi:10.1111/j.1540-6261.1991.tb04636.x · Cited by 5,350
Fama (1998) · doi:10.1016/s0304-405x(98)00026-9 · Cited by 2,576
Do Brokerage Analysts' Recommendations Have Investment Value?
WOMACK, K. L. (1996) · The Journal of Finance · doi:10.1111/j.1540-6261.1996.tb05205.x · Cited by 1,931
Investor Inattention and Friday Earnings Announcements
DELLAVIGNA, S., & POLLET, J. M. (2009) · The Journal of Finance · doi:10.1111/j.1540-6261.2009.01447.x · Cited by 1,743
Metadata
- Authors
- Bernard, V. L., & Thomas, J. K.
- Venue
- Journal of Accounting and Economics
- Publisher
- Elsevier BV
- Published
- 1990-12
- Volume
- 13
- Issue
- 4
- Pages
- 305-340
- ISSN
- 0165-4101 (ISSN-L)
- OpenAlex
- W2038224101
- Cited by
- 2,008
- References
- 0
- FWCI
- 21.95
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
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.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
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How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Evidence that stock prices do not fully reflect the implications of current earnings for future earnings. https://app.cochat.ai/papers/10.1016/0165-4101(90)90008-r
- The paper
- Bernard, V. L., & Thomas, J. K. (1990). Evidence that stock prices do not fully reflect the implications of current earnings for future earnings. Journal of Accounting and Economics. https://doi.org/10.1016/0165-4101(90)90008-r
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.
