ACCT 902, Spring 2000

Empirical Research in Financial Accounting

Wayne R. Guay

 

 

Course Objectives

 

1.      To familiarize you with the empirical research in accounting.

2.      To provide an understanding of the methodology which underlies the literature.

3.      To gain an understanding of the research process and the key elements of appropriate research design.

4.      To enable you to critically evaluate existing research.

5.      To enable you to identify interesting future research topics.

 

 

Reading List

 

 

1.            Accounting information and security prices

 

Ball, Ray and Philip Brown, 1968, An empirical evaluation of accounting income numbers, Journal of Accounting Research, 159-178.

 

Beaver, William H., 1968, The information content of annual earnings announcements, Journal of Accounting Research, Supplement, 67-92. 

 

 

2.            Accounting information and security prices: Economic and econometric issues

 

Beaver, William H., Richard A. Lambert and Dale Morse, 1980, The information content of security prices, Journal of Accounting & Economics 2, 3-28.

 

Kormendi, Roger C. and Robert C. Lipe, 1987, Earnings innovations, earnings persistence, and stock returns, Journal of Business 60, 323-345. 

 

Collins, Daniel W. and S.P. Kothari, 1989, An analysis of the intertemporal and cross-sectional determinants of earnings response coefficients, Journal of Accounting & Economics 11, 143-181. 

 

***Background Reading*** Lev, Baruch, 1989, On the usefulness of earnings:  Lessons and directions from two decades of empirical research, Supplement to the Journal of Accounting Research, 153-192. 

 

*** Background Reading*** Bernard, V., Capital markets research in accounting during the 1980's: A critical review.

 

***Background Reading*** Kothari, S.P., 1992, Price-earnings regressions in the presence of prices leading earnings: Earnings level versus change specifications and alternative deflators, Journal of Accounting and Economics 15, 173-202. 

 

Easton, Peter D., Trevor S. Harris and James A. Ohlson, 1989, Accounting earnings can explain most of security returns: The case of long event windows, Journal of Accounting and Economics 15, 119-142. 

 

Kothari, S.P. and Richard G. Sloan, 1992, Information in prices about future earnings: Implications for earnings response coefficients, Journal of Accounting and Economics 15, 143-171. 

 

Collins, Daniel W., S.P. Kothari, Jay Shanken, and Richard G. Sloan, 1994, Lack of timeliness and noise as explanations for the low contemporaneous return-earnings association, Journal of Accounting and Economics 18, 289-324. 

 

Kothari, S.P. and Jerold L. Zimmerman, 1995, Price and return models, Journal of Accounting and Economics 20, 155-192. 

 

Brown, L., P. Griffin, R. Hagerman, and M. Zmijewski, Security analyst superiority relative to univariate time-series models in forecasting quarterly earnings, Journal of Accounting and Economics 9, 61-87.

 

Nonlinearities in the return-earnings relation:

 

Freeman, Robert N. and Senyo Tse, 1992, A nonlinear model of security price responses to unexpected earnings, Journal of Accounting Research 30, 185-209. 

 

Das, Somnath  and Baruch Lev, 1994, Nonlinearity in the returns-earnings relation: Tests of alternative specifications, Contemporary Accounting Research 11, 353-379. 

 

Hayn, Carla, 1995, The information content of losses, Journal of Accounting & Economics 20, 125-153. 

 

Basu, Sudipta, 1998, The conservatism principle and the asymmetric timeliness of earnings, forthcoming in the Journal of Accounting & Economics.  

 

Core, J. and C. Schrand, 1999, The effect of accounting-based covenants on equity valuation, Journal of Accounting and Economics 27, 1-34.

 

4.            Alternative accounting measures of firm performance

 

***Background Reading*** Wilson, P., 1987, The incremental information content of the accrual and funds components of earnings after controlling for earnings, The Accounting Review 62, 293-322.

 

Dechow, Patricia M., 1994, Accounting earnings and cash flows as measures of firm performance: The role of accounting accruals, Journal of Accounting and Economics 18, 3-42. 

 

Biddle, Gary, R. Bowen and J. Wallace, 1997, Does EVA beat earnings? Evidence on associations with stock returns and firm values, Journal of Accounting and Economics 24, 301-336.

 

 

3.              Accounting data as market value measures and accounting-based valuation

 

Ohlson, James A., 1995, Earnings, book values, and dividends in equity valuation, Contemporary Accounting Research 11, 661-687.

 

Bernard, Victor L., 1995, The Feltham-Ohlson framework: Implications for empiricists, Contemporary Accounting Research 11, 733-747. 

 

Lundholm, Russell J., 1995, A tutorial on the Ohlson and Feltham/Ohlson models: Answers to some frequently asked questions, Contemporary Accounting Research 11, 749-761. 

 

***Background Reading*** Feltham, Gerald A. and James A. Ohlson, 1995, Valuation and clean surplus accounting for operating and financial activities, Contemporary Accounting Research 11, 689-731.

 

Core, J., W. Guay, and S.P. Kothari, 2000, The Treasury Stock Method Understates the Economic Dilution of Employee Stock Options in EPS, Working paper.

 

Dechow, Patricia M., Amy P. Hutton, and Richard G. Sloan, 1999, An empirical assessment of the residual income valuation model, Journal of Accounting & Economics 26, 1-34. 

 

 

 

5.         Market efficiency research related to accounting 

 

Bernard, Victor L. and Jacob Thomas, 1990, Evidence that stock prices do not fully reflect the implications of current earnings for future earnings, Journal of Accounting and Economics 13, 305-340.

 

Ball, R. and E. Bartov, 1996, How naďve is the stock market's use of earnings information?, Journal of Accounting and Economics 21, 319-337.

 

Abarbanell, Jeffery S. and Brian J. Bushee, 1998, Abnormal returns to a fundamental analysis strategy, The Accounting Review 73, 19-45. 

 

Bernard, V, J. Thomas, and J. Wahlen, 1997, Accounting-based stock price anomalies: Separating market inefficiencies from risk, Contemporary Accounting Research 14, 89-136.

 

Kraft, A., 2000, Accounting-based and market-based trading strategies, working paper, University of Rochester.

 

Sloan, Richard G., 1996, Do stock prices fully reflect information in accruals and cash flows about future earnings? The Accounting Review 71, 289-315.

 

***Background*** Holthausen, Robert and David Larcker, 1992, The prediction of stock returns using financial statement information, Journal of Accounting and Economics 15, 373-411.  

 

***Background*** Bernard, Victor L. and Jacob Thomas, 1989, Post-earnings-announcement drift: Delayed price response or risk premium, Journal of Accounting Research 27, Suppl.,1-36.

 

***Background*** Ball, Ray, 1992, The earnings-price anomaly, Journal of Accounting and Economics 15, 319-345. 

 

***Background reading*** Ou, Jane and Stephen Penman, 1989, Financial statement analysis and the prediction of stock returns, Journal of Accounting and Economics 11, 295-329.

 

***Background Reading*** Frankel, Richard and Charles M. C. Lee, 1997, Accounting Valuation, Market Expectations, and Cross-sectional Stock Returns, forthcoming in the Journal of Accounting & Economics.

 

 

6. Accounting choice and contracting theory

 

Watts, R. and J. Zimmerman, 1978, Towards a positive theory of the determination of accounting standards, Accounting Review 53, 112-134.

 

Watts, R. and J. Zimmerman, 1990, Positive Accounting Theory: A Ten-Year Perspective, Accounting Review 65, 131-156.

 

Holthausen, R. 1990, Accounting method choice: Opportunistic behavior, efficient contracting, and information perspectives, Journal of Accounting and Economics 12, 207-218.

 

Healy, P., and K. Palepu, 1990, Effectiveness of accounting-based dividend covenants, Journal of Accounting and Economics.

 

Press, E., and J. Weintrop, 1990, Accounting-based constraints in public and private debt agreements, Journal of Accounting and Economics 12, 65-95.

 

***Background Reading*** Watts, Ross L. and Jerold L. Zimmerman, 1986, Chapter 8: The contracting process, in Positive Accounting Theory (Prentice Hall, NJ). 

 

***Background*** Jensen, M.C., and W.H. Meckling, 1976, Theory of the firm: managerial behavior agency costs, and ownership structure, Journal of Financial Economics 3, 305-360.

 

***Background Reading*** DeAngelo, Linda E., 1988, Managerial competition, information costs, and corporate governance: The use of accounting performance measures in proxy contests, Journal of Accounting & Economics 10, 3-36. 

 

***Background reading*** Watts, Ross L. and Jerold L. Zimmerman, 1986, Chapter 9: Compensation plans, debt contracts, and accounting procedures, in Positive Accounting Theory (Prentice Hall, NJ). 

 

***Background reading*** Watts, Ross L. and Jerold L. Zimmerman, 1986, Chapter 10: Accounting and the political process, in Positive Accounting Theory (Prentice Hall, NJ). 

 

***Background Reading*** Healy, P and J. Wahlen, 1998, A review of the earnings management literature and its implications for standard setting, Working paper.

 

***Background reading*** Healy, Paul, 1985, The impact of bonus schemes on the selection of accounting principles, Journal of Accounting & Economics 7, 85-107. 

 

***Background reading*** Jones, Jennifer J., 1991, Earnings management during import relief investigations, Journal of Accounting Research 29, 193-228. 

 

***Background reading*** Petroni, Kathy R., 1992, Optimistic reporting within the property-casualty insurance industry, Journal of Accounting & Economics 15, 485-508. 

 

***Background reading*** DeFond, Mark L. and Jim Jimbalvo, 1994, Debt covenant violation and manipulation of accruals, Journal of Accounting & Economics 17, 145-176. 

 

***Background reading*** Sweeney, Amy P., 1994, Debt-covenant violations and managers' accounting-choice and production-investment decisions, Journal of Accounting & Economics 17, 281-308.

 

DeAngelo, Linda E., 1994, DeAngelo, Harry, and Douglas Skinner, 1994, Accounting choice in troubled companies, Journal of Accounting & Economics 17, 113-143. 

 

Holthausen, R., D. Larcker, and R. Sloan, 1995, Annual Bonus Schemes and the Manipulation of Earnings, Journal of Accounting and Economics, 29-74.

 

Dechow, Patricia, Richard G. Sloan, and Amy P. Sweeney, 1994, Detecting earnings management, The Accounting Review 70, 193-225. 

 

Guay, Wayne  R., S.P. Kothari, Ross L. Watts, 1996, A market-based evaluation of discretionary-accrual models, forthcoming in the Journal of Accounting Research. 

 

Dechow, P., J. Sabino, and R. Sloan, 1998, Implications of Nondiscretionary Accruals for Earnings Management and Market-Based Research, Working paper.

 

 

7. Earnings Management, Market Efficiency, and Specification issues 

 

Teoh, Siew Hong, T. J. Wong, and Gita R. Rao, 1998, Earnings management and the underperformance of seasoned equity offerings, Journal of Financial Economics 50, 63-99. 

 

***Background*** Teoh, Siew Hong, Ivo Welch, and T. J. Wong, 1998, Earnings management and the long-run market performance of initial public offerings, Journal of Finance 53, 1935-1974. 

 

Kothari, S.P. and Jerold B. Warner, 1997, Measuring long-horizon security price performance, Journal of Financial Economics 43, 301-339. 

 

Barber, Brad M. and John D. Lyon, Detecting long-run abnormal stock returns: The empirical power and specification of test statistics, Journal of Financial Economics 43, 341-372. 

 

Kothari, S.P., J. Sabino, and T. Zach, 1999, Implications of data restrictions on performance measurement and tests of rational pricing, working paper, MIT.

 

 

8.      Discretionary Disclosure, Information Asymmetry, and the Cost of Capital

 

***Background Reading*** Verrecchia, R., 1983, Discretionary Disclosure, Journal of Accounting and Economics 5,179-94.

 

*** Background Reading*** Diamond, D. W. and R. E. Verrecchia, 1991, Disclosure, Liquidity, and the Cost of Capital, The Journal of Finance 46, 1325-1355.

 

Healy, P. and K. Palepu, 1993, The Effect of Firm's Financial Disclosure Strategies on Stock Prices, Accounting Horizons 1, 1-11. 

 

Botosan, C, 1997, The Impact of Annual Report Disclosure Level on Investor Base and the Cost of Capital, The Accounting Review 72, 323-350

 

Skinner, D.J., 1994, Why firms voluntarily disclose bad news, Journal of Accounting Research 32, 38-60.

 

Skinner, D.J., 1997, Earnings disclosures and stockholder lawsuits, Journal of Accounting and Economics 23, 249-282.

 

Lang, M., and R. Lundholm, 1993, Cross-sectional Determinants of Analysts Ratings of Corporate Disclosures, Journal of Accounting Research 31, 246-271.

 

Lang, M., and R. Lundholm, 1996, Corporate disclosure policy and analyst behavior, Accounting Review 71, 467-492.

 

Leuz, C., and R. Verrecchia, 1999, The economic consequences of increased disclosure, working paper, University of Pennsylvania.

 

 

9.      Accounting information and compensation

 

Lambert, R. and D. Larcker, 1987, An Analysis of the Use of Accounting and Market Measures of Performance in Executive Compensation Contracts, Journal of Accounting Research 25 Supplement, 129-149.

 

Sloan, R., 1993, Accounting Earnings and Top Executive Compensation, Journal of Accounting and Economics 16, 55-100.

 

Core, J, W. Guay, and R. Verrecchia, 2000, Are performance measures other than price important to CEO incentives, Working paper, University of Pennsylvania.

 

Yermack, D., 1995, Do corporations award CEO stock options effectively?, Journal of Financial Economics 39, 237-269.

 

Core, J. and W. Guay, 1999, The Use of Equity Grants to Manage Optimal Equity Incentive Levels, Journal of Accounting & Economics, forthcoming.

 

 

10.  Real options and accounting information

 

Plummer, C.E. and S. Tse, 1999. The effect of limited liability on the informativeness of earnings: Evidence from the stock and bond markets. Contemporary Accounting Research 16: 541-574.

 

Berger, P., E. Ofek and I. Swary, 1996. Investor valuation of the abandonment option. Journal of Financial Economics 42: 257-287.

 

Wysocki, P., 1999. Real options and the informativeness of segment disclosures. Working paper, University of Michigan.

 

 

11.  Analysts forecasts

 

Klein, A.  1990.  A direct test of the cognitive bias theory of share price reversals.  Journal of Accounting and Economics 13: 155 - 166.

 

***Background Reading*** Abarbanell, J. and V. Bernard.  1992.  Tests of analysts’ overreaction/underreaction to earnings information as an explanation for anomalous stock price behavior.  Journal of Finance 47: 1181 - 1207.

 

Easterwood, J. and S. Nutt.  1999.  Inefficiency in analysts’ earnings forecasts: systematic misreaction or systematic optimism?  Journal of Finance 54: 1777 - 1797.

 

Matsumoto, D.  1999.  Managements’ incentives to guide analysts’ forecasts.  Working Paper.  Harvard University.

 

***Background Reading*** Fried, D. and D. Givoly.  1982.  Financial analysts’ forecasts of earnings: a better surrogate for market expectations.  Journal of Accounting and Economics 4: 85 - 107.

 

***Background Reading*** Brown, L., P. Griffin, R. Hagerman, and M. Zmijewski.  1987.  Security analyst superiority relative to univariate time-series models in forecasting quarterly earnings.  Journal of Accounting and Economics 9: 61-87.

 

***Background Reading*** O’Brien, P.  1988.  Analysts’ forecasts as earnings expectations.  Journal of Accounting and Economics 10: 53 - 83.

 

***Background Reading*** DeBondt, W. and R. Thaler.  1990.  Do security analysts overreact?  American Economic Review 80: 52-57.

 

***Background Reading*** Lys, T. and S. Sohn.  1990.  The association between revisions of financial analysts earnings forecasts and security-price changes.  Journal of Accounting and Economics 13: 341 - 364.

 

***Background Reading*** Abarbanell, J.  1991.  Do analysts’ earnings forecasts incorporate information in prior stock price changes?  Journal of Accounting and Economics 14: 147 - 166.

 

***Background Reading*** Francis, J.  and D. Philbrick.  1993.  Analysts’ decisions as products of a multi-task environment.  Journal of Accounting Research 31: 216 - 230.

 

***Background Reading*** McNichols, M. and P. O’Brien.  1997.  Self-selection and analyst coverage.  Journal of Accounting Research 35: 167 - 199.

 

***Background Reading*** Keane, M.  and D. Runkle.  1998.  Are financial analysts’ forecasts of corporate profits rational?  Journal of Political Economy 106: 768 - 805.

 

***Background Reading*** Brown, L.  1999.  Managerial behavior and the bias in analysts’ earnings forecasts.  Working paper.  Georgia State University.

 

***Background Reading*** Richardson, S., S. Teoh, and P. Wysocki.  1999.  Tracking analysts’ forecasts over the annual earnings horizon: are analysts’ forecasts optimistic or pessimistic?  Working Paper.  University of Michigan.

 

***Background Reading*** Abarbanell, J. and R. Lehavy.  2000.  Biased forecasts or biased earnings?  The role of earnings management in explaining apparent optimism and inefficiency in analysts’ earnings forecasts.  Working Paper.  University of North Carolina.