Earnings Volatility

Earnings Volatility - Overview, Factors, and Impact

Earnings volatility is a statistical concept that determines the associated risk and helps predict the market price of a particular stock.

Earnings volatility and earnings predictability - ScienceDirect.com

We find that the consideration of earnings volatility brings substantial improvements in the prediction of both short- and long-term earnings.

The predictive qualities of earnings volatility and earnings uncertainty

This study investigates the predictive power of past earnings volatility to explain the forecast errors of equity analysts and investors. Past earnings ...

Trends in Earnings Volatility among US Men | NBER

We found that earnings volatility, measured as the standard deviation of the change in earnings from one survey wave to the next, rose ...

New Evidence on Earnings Volatility in Survey and Administrative ...

New Evidence on Earnings Volatility in Survey and Administrative Data by Michael D. Carr and Emily E. Wiemers. Published in volume 108, pages 287-91 of AEA ...

The predictive qualities of earnings volatility and earnings uncertainty

This study examines the differential predictive power of past earnings volatility for analyst forecast errors and future returns. Past earnings volatility ...

Earnings volatility, cash flow volatility, and firm value - Duke Fuqua

Our results indicate the market does not value earnings smoothing behavior after accounting for the volatility in the underlying cash flows. In fact, under ...

Interpreting cohort profiles of lifecycle earnings volatility - IFS

Cohort analyses indicate a strong U-shape pattern of volatility over the working life, which comes from large permanent shocks early and later ...

Income & Earnings Volatility Archives - Equitable Growth

Content archives for the Washington Center for Equitable Growth's Income and Earnings Volatility work.

Financialization, earnings volatility, and firm turbulence in the risk ...

Financialization, marked by profit accumulation through financial channels, has spurred heightened volatility in individual earnings and firm performance. The ...

Interpreting Cohort Profiles of Lifecycle Earnings Volatility

This session will feature 3 projects that use the restricted microdata to address topics related to Diversity, Equity, and Inclusion.

Earnings Volatility and Market Valuation: An Empirical Investigation

This study investigates whether there is a systematic relationship between a firm's market value (as measured by its market to book ratio) and the ...

Volatility around earnings - ORATS University

The phenomenon described above is called the earnings effect, or the tendency for implied volatility to increase heading into earnings. This is very important ...

Reconciling Trends in U.S. Male Earnings Volatility

This paper summarizes the results of a project attempting to reconcile these findings with four different data sets and six different data series.

The Influence of Earnings Volatility on The Relationship Between ...

So, when the firm needs debt in the shape of leverage, it misclassifies the core earnings in the income statement but when there are.

Reconciling Trends in U.S. Male Earnings Volatility: Results from ...

We conclude that the data sets we have analyzed show little evidence of any significant trend in male earnings volatility since the mid-1980s.

Earnings Volatility, Earnings Management, - University of Washington

Our results indicate that lower earnings volatility arising from both accrual accounting practices and accruals management is associated with higher market ...

Measuring Expected Volatility Using Earnings Line Items as Risk ...

The innovation that allows us to measure the expected earnings volatility driven by systematic risk is that the cross-section of income ...

Taming the dragon: stock exchange comment letters and earnings ...

Earnings volatility thus considerably matters. Volatile earnings may discourage investors' acquisition of a firm's earnings information, as they ...

Volatility as the standard deviation of Earnings over the most recent ...

Hi The firm-specific volatility of earnings,is calculated as the standard deviation of Earnings over the most recent 5 years.