Tse, Senyo Professor

academic article

• Keskek, S., & Tse, S. (2021). How Completely Do Analysts Incorporate Firm-Specific and Industry Information in Their Forecasts? Evidence and Implications for Post-Forecast Revision Drift. JAAF: Journal of Accounting Auditing and Finance.  0148558x2110437-0148558X2110437.
  
• Keskek, S., & Tse, S. Y. (2019). The Speed With Which Analysts Incorporate Firm-Specific and Industry Information in Their Forecasts: Evidence and Implications
  
• Jang, J., Lee, E., & Tse, S. Y. (2018). Do Record Earnings Affect Investors Trading Behavior?
  
• Keskek, S., & Tse, S. Y. (2018). Does Forecast Bias Affect Financial Analysts Market Influence?. JAAF: Journal of Accounting Auditing and Finance.  33(4), 601-623.
  
• Huang, X., Li, X. i., Tse, S., & Tucker, J. W. (2018). The effects of a mixed approach toward management earnings forecasts: Evidence from China. Journal of Business Finance and Accounting.  45(3-4), 319-351.
  
• Srivastava, A., & Tse, S. Y. (2016). Why Are Successive Cohorts of Listed Firms Persistently Riskier?. European Financial Management.  22(5), 957-1000.
  
• Rees, L., Srivastava, A., & Tse, S. (2016). Seemingly opportunistic management earnings guidance before stock option grants: does it misrepresent firms' underlying performance?. Asia-Pacific Journal of Accounting & Economics.  21(2), 107-133.
  
• Srivastava, A., & Tse, S. Y. (2016). Why Are Successive Cohorts of Listed Firms Persistently Riskier?
  
• Srivastava, A., Sunder, S., & Tse, S. (2015). Timely loss recognition and termination of unprofitable projects. China Journal of Accounting Research.  8(3), 147-167.
  
• Keskek, S., Tse, S., & Tucker, J. W. (2014). Analyst information production and the timing of annual earnings forecasts. 19(4), 1504-1531.
  
• Keskek, S., & Tse, S. Y. (2013). Did Analysts Contribute to the Disappearance of the Accrual Anomaly?
  
• Tse, S., & Tucker, J. W. (2010). Within-industry timing of earnings warnings: do managers herd?. 15(4), 879-914.
  
• Srivastava, A., & Tse, S. Y. (2010). The Contribution of Delayed Gain Recognition to Trends in Conservatism: A Re-Examination Using a New Approach to Measuring Accounting Conservatism
  
• Files, R., Swanson, E. P., & Tse, S. (2009). Stealth Disclosure of Accounting Restatements. Accounting Review.  84(5), 1495-1520.
  
• Files, R., Swanson, E. P., & Tse, S. Y. (2008). Stealth Disclosure of Accounting Restatements
  
• Ahmed, A. S., Rasmussen, S. J., & Tse, S. Y. (2008). Audit Quality, Alternative Monitoring Mechanisms, and Cost of Capital: An Empirical Analysis
  
• Tse, S. Y., & Yan, H. (2008). Analysts' Incentives and Systematic Forecast Bias
  
• Li, H., & Tse, S. Y. (2008). Can Supplementary Disclosures Eliminate Post-Earnings-Announcement Drift? The Case of Management Earnings Guidance
  
• Ahmed, A. S., Rasmussen, S. J., & Tse, S. Y. (2007). Evidence on Audit Quality Differences Across Big N Audits: The Effect of Using an Industry Specialist Auditor on Cost of Equity
  
• Atiase, R. K., Supattarakul, S., & Tse, S. (2006). Market Reaction to Earnings Surprise Warnings: The Incremental Effect of Shareholder Litigation Risk on the Warning Effect. JAAF: Journal of Accounting Auditing and Finance.  21(2), 191-222.
  
• CLEMENT, M. B., & TSE, S. Y (2005). Financial Analyst Characteristics and Herding Behavior in Forecasting. The Journal of Finance.  60(1), 307-341.
  
• Atiase, R. K., Li, H., Supattarakul, S., & Tse, S. (2005). Market Reaction to Multiple Contemporaneous Earnings Signals: Earnings Announcements and Future Earnings Guidance. Review of Accounting Studies.  10(4), 497-525.
  
• ATIASE, R. K., PLATT, D. E., & TSE, S. Y. (2004). Operational Restructuring Charges and PostRestructuring Performance*. Contemporary Accounting Research.  21(3), 493-522.
  
• Clement, M. B., & Tse, S. Y (2003). Do Investors Respond to Analysts' Forecast Revisions as if Forecast Accuracy Is All That Matters?. Accounting Review.  78(1), 227-249.
  
• Porter, S. L., Tse, S., & Yaansah, R. (2001). The Effect of Tax Rates and Transaction Costs on the Tax Trading Option: Evidence from Stock Splits. JAAF: Journal of Accounting Auditing and Finance.  16(1), 27-53.
  
• TSE, S. Y., & YAANSAH, R. A. (1999). An Analysis of Historical and FutureOriented Information in AccountingBased Security Valuation Models*. Contemporary Accounting Research.  16(2), 347-380.
  
• PLUMMER, C. E., & TSE, S. Y. (1999). The Effect of Limited Liability on the Informativeness of Earnings: Evidence from the Stock and Bond Markets*. Contemporary Accounting Research.  16(3), 541-574.
  
• Freeman, R. N., & Tse, S. Y (1992). A Nonlinear Model of Security Price Responses to Unexpected Earnings. Journal of Accounting Research.  30(2), 185-185.
  
• Freeman, R., & Tse, S. (1992). An earnings prediction approach to examining intercompany information transfers. Journal of Accounting and Economics.  15(4), 509-523.
  
• Tse, S (1990). LIFO Liquidations. Journal of Accounting Research.  28(1), 229-229.
  
• TSE, S. (1989). Attributes of industry, industry segment and firmspecific information in security valuation*. Contemporary Accounting Research.  5(2), 592-614.
  
• Freeman, R. N., & Tse, S (1989). The Multiperiod Information Content of Accounting Earnings: Confirmations and Contradictions of Previous Earnings Reports. Journal of Accounting Research.  27, 49-49.
  
• ATIASE, R. K., BAMBER, L. S., & TSE, S. (1989). Timeliness of financial reporting, the firm size effect, and stock price reactions to annual earnings announcements*. Contemporary Accounting Research.  5(2), 526-552.
  
• Tse, S (1986). Intra-Year Trends in the Degree of Association between Accounting Numbers and Security Prices. Accounting Review.  61(3), 475-497.