The DOI matches its Crossref record; 12 of the 12 references it cites were found in a registry or an index.
The Association between Unsystematic Security Returns and the Magnitude of Earnings Forecast Errors
Abstract
William H. Beaver, Roger Clarke, William F. Wright, The Association between Unsystematic Security Returns and the Magnitude of Earnings Forecast Errors, Journal of Accounting Research, Vol. 17, No. 2 (Autumn, 1979), pp. 316-340
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
Sharpe, W. F. (1964) · The Journal of Finance · doi:10.1111/j.1540-6261.1964.tb02865.x · Cited by 19,441
An Empirical Evaluation of Accounting Income Numbers
Ball, R., & Brown, P. (1968) · Journal of Accounting Research · doi:10.2307/2490232 · Cited by 6,361
Nonparametric Statistical Methods
(1999) · Technometrics · doi:10.1080/00401706.1999.10485954 · Cited by 6,090
Applied Nonparametric Statistics
Wozniak, P. J., & Daniel, W. W. (1991) · Technometrics · doi:10.2307/1268795 · Cited by 4,987
Capital Market Equilibrium with Restricted Borrowing
Black, F. (1972) · The Journal of Business · doi:10.1086/295472 · Cited by 3,093
The Adjustment of Stock Prices to New Information
Fama, E. F., Fisher, L., Jensen, M. C., & Roll, R. W. (2003) · SSRN Electronic Journal · doi:10.2139/ssrn.321524 · Cited by 3,063
Statistical Methods of Econometrics
Wold, H., & Malinvaud, E. (1970) · Econometrica · doi:10.2307/1909564 · Cited by 780
BETAS AND THEIR REGRESSION TENDENCIES
Blume, M. E. (1975) · The Journal of Finance · doi:10.1111/j.1540-6261.1975.tb01850.x · Cited by 546
The Adjustment of Stock Prices to Announcements of Unanticipated Changes in Quarterly Earnings
Joy, O. M., Litzenberger, R. H., & McEnally, R. W. (1977) · Journal of Accounting Research · doi:10.2307/2490349 · Cited by 154
Griffin, P. A. (1976) · The Journal of Finance · doi:10.1111/j.1540-6261.1976.tb01911.x · Cited by 87
Cited by
Lev, B. (1989) · Journal of Accounting Research · doi:10.2307/2491070 · Cited by 1,120
Kothari, S. P., & Zimmerman, J. L. (1995) · Journal of Accounting and Economics · doi:10.1016/0165-4101(95)00399-4 · Cited by 688
Brown, L. D., & Gardner, J. C. (1985) · Journal of Accounting Research · doi:10.2307/2490908 · Cited by 258
Metadata
- Authors
- Beaver, W. H., Clarke, R., & Wright, W. F.
- Venue
- Journal of Accounting Research
- Publisher
- JSTOR
- Published
- 1979
- Volume
- 17
- Issue
- 2
- Pages
- 316
- ISSN
- 0021-8456 (ISSN-L)
- OpenAlex
- W2313419753
- Cited by
- 462
- References
- 12
- FWCI
- 74.52
- 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 ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: The Association between Unsystematic Security Returns and the Magnitude of Earnings Forecast Errors. https://app.cochat.ai/papers/10.2307/2490507
- The paper
- Beaver, W. H., Clarke, R., & Wright, W. F. (1979). The Association between Unsystematic Security Returns and the Magnitude of Earnings Forecast Errors. Journal of Accounting Research. https://doi.org/10.2307/2490507
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.