“Quantitative Strategy: Earnings Quality as an Indicator.” May 6, 2002 by Steve Kim, Albert Yeung, Pankaj Patel, Mika Toikka, and Ed Tom at Credit Suisse First Boston.

The Reversal of Abnormal Accruals and the Market Valuation of Earnings Suprises by Mark L. DeFond and Chul W. Park; July 2001(University of Southern California and Hong Kong University of Science and Technology).

 Accruals and the Prediction of Future Cash Flows by Mary Barth, Donald Cram and Karen Nelson; January 2001 (Stanford University, California State University, Fullerton and Stanford University).

 The Quality of accruals and earnings: The role of accrual estimation errors by Patricia Dechow and Ilia Dichev; December 2001 (University of Michigan Business School).

 Price Momentum and trading Volume by Charles Lee and Bhaskaran Swaminathan; October 2000 (Johnson Graduate School of Management at Cornell University).

 Trading Volume and Serial Correlation in Stock Returns by John Campbell, Sanford Grossman and Jiang Wang; November 1993 (MIT (Sloan), Harvard Business School and MIT).

 Feedback from Stock Prices to cash flows by Avanidhar Subrahmanyam and Sheridan Titman; December 2001 (Anderson Graduate School of Management at UCLA, and the University of Texas, ).

Accruals, Cash Flows and Equity Values by Mary Barth, William Beaver, John Hand, and Wayne Landsman; July 1999(Standford University, University of North Carolina at Chapel HIll).

Investor Response to Cash Flow information by Neil Garrod and Mahdi Hadi; July 1998 (University of Glasgow and the University of Kuwait).

Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings? by Richard Sloan; July 1996 (University of Pennsylvania).

Earnings Surprise Research: Syntehsis and Perspectives by Lawrence D. Brown; April 1997 (State University of New York at Buffalo).

 Behavioral Finance and its Implications for Stock-Price Volatility by Robert Olsen; April 1998 (California State at Chico).

 Market Efficiency, long-term returns, and behavioral finance by  Eugene F. Fama; October 1997 (University of Chicago Graduate School of Business).

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency by Narasimhan Jegadeesh and Sheridan Titman; March 1993 (University of California at Los Angeles and the University of Texas at Austin).

 Momentum Strategies by Louis Chan, Narasimhan Jegadeesh and Josef Lakonishok; December 1996 (University of California at Los Angeles and University of Illinois at Urbana-Champaign).

 Myth or Reality? The Long-Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital-Backed Companies by  Alon Brav and Paul A. Gompers; December 1997 (Duke University and Harvard University).

 A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets by Harrison Hong and Jeremy Stein; November 1998 (Stanford Business School and MIT Sloan School of Managment).

 Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies by  Harrison Hong, Terence Lim and Jeremy Stein; January 1999 (Stanford Business School, Amos Tuck School at Dartmouth College, MIT Sloan School of Management).