by Ethan Rouen, Eric So, and Charles C.Y. Wang - Publications - Faculty & Research

16 Oct 2019
Working Paper Summaries

Core Earnings? New Data and Evidence

Keywords: by Ethan Rouen, Eric So, and Charles C.Y. Wang

06 Mar 2018
First Look

First Look at Research and Ideas, March 6, 2018

Approach By: Chattopadhyay, Akash, Matthew R. Lyle, and Charles C.Y. Wang Abstract—Expected return proxies (ERP) derived from a log-linear... View Details

Keywords: Sean Silverthorne

03 Oct 2017
First Look

First Look at Research and Ideas, October 3, 2017

Charles C.Y. Wang Abstract—Relative TSR (rTSR) is increasingly used by market participants to judge and... View Details

Keywords: by Sean Silverthorne

Article

Core Earnings: New Data and Evidence

By: Ethan Rouen, Eric C. So and Charles C.Y. Wang

Using a novel dataset, we show that components of firms' GAAP earnings stemming from ancillary business activities or transitory shocks are significant in frequency and magnitude. These components have grown over time and are dispersed across various sections of the... View Details

Keywords: Core Earnings; Transitory Earnings; Non-operating Earnings; Quantitative Disclosures; Equity Valuation; Big Data; Business Earnings; Financial Reporting; Valuation; Analytics and Data Science

27 Jun 2017
First Look

First Look at New Research and Ideas, June 27

existing relationships do affect spillovers, primarily by capping downsides, but also by limiting the upsides of being near a high-performing team. Download working paper:... View Details

Keywords: Sean Silverthorne

21 Oct 2014
First Look

First Look: October 21

increase in churning entry that does not translate into a sustained increase in the overall level of entrepreneurship. Download working paper: http://ssrn.com/abstract=2506111 Evaluating Firm-Level Expected-Return Proxies By: Lee, Charles... View Details

Keywords: Sean Silverthorne

11 Dec 2012
First Look

First Look: Dec. 11

mergers of good and bad banks and equity injections. We apply the framework to European banks vulnerable to sovereign risk in 2010 and 2011. Download the paper:... View Details

Keywords: Sean Silverthorne

03 Nov 2015
First Look

November 3, 2015

queues. Download working paper: https://www.hbs.edu/faculty/Pages/item.aspx?num=50023 Evaluating Firm-Level Expected-Return Proxies By: Lee, Charles M.C., Eric C. So, View Details

Keywords: Sean Silverthorne