Search results
Results: 19
Number of items: 19
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Schafhäutle, S. G., & Veenman, D. (2024). Crowdsourced Forecasts and the Market Reaction to Earnings Announcement News. The Accounting Review, 99(2), 421–456. https://doi.org/10.2308/TAR-2021-0055 -
Veenman, D., & Verwijmeren, P. (2022). The Earnings Expectations Game and the Dispersion Anomaly. Management Science, 68(4), 3129-3149. https://doi.org/10.1287/mnsc.2021.3983
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Gassen, J., Skaife, H. A., & Veenman, D. (2020). Illiquidity and the Measurement of Stock Price Synchronicity. Contemporary Accounting Research, 37(1), 419-456. https://doi.org/10.1111/1911-3846.12519 -
Veenman, D. (2019). Recente inzichten in het gebruik van alternatieve prestatiemaatstaven door beursgenoteerde ondernemingen. MAB : Maandblad voor accountancy en bedrijfseconomie, 93(3/4), 83-97. https://doi.org/10.5117/mab.93.32512 -
Leung, E., & Veenman, D. (2018). Non-GAAP Earnings Disclosure in Loss Firms. Journal of Accounting Research, 56(4), 1083-1137. https://doi.org/10.1111/1475-679X.12216
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Veenman, D., & Verwijmeren, P. (2018). Do Investors Fully Unravel Persistent Pessimism in Analysts’ Earnings Forecasts? The Accounting Review, 93(3), 349-377. https://doi.org/10.2308/accr-51864
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Bissessur, S. W., & Veenman, D. (2016). Analyst Information Precision and Small Earnings Surprises. Review of Accounting Studies, 21(4), 1327-1360. https://doi.org/10.1007/s11142-016-9370-2 -
Bissessur, S., & Veenman, D. (2014). Analyst Information Precision and Small Earnings Surprises. Amsterdam Business School, University of Amsterdam. https://doi.org/10.2139/ssrn.2331960
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