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1% WP39 UQO bibliography. Journal metadata verified on Crossref 2026-11-02 (artifacts/logs/crossref_batch*.json).23@article{gregoire2022,4  author = {Grégoire, Vincent and Martineau, Charles},5  title = {{How is Earnings News Transmitted to Stock Prices?}},6  journal = {Journal of Accounting Research},7  year = {2022},8  volume = {60},9  number = {1},10  pages = {261--297},11  doi = {10.1111/1475-679x.12394}12}1314@article{zhang2023volatility,15  author = {Zhang, Chao and Zhang, Yihuang and Cucuringu, Mihai and Qian, Zhongmin},16  title = {{Volatility Forecasting with Machine Learning and Intraday Commonality}},17  journal = {Journal of Financial Econometrics},18  year = {2024},19  volume = {22},20  number = {2},21  pages = {492--530},22  doi = {10.1093/jjfinec/nbad005}23}2425@article{ball1968,26  author = {Ball, Ray and Brown, Philip},27  title = {{An Empirical Evaluation of Accounting Income Numbers}},28  journal = {Journal of Accounting Research},29  year = {1968},30  volume = {6},31  number = {2},32  pages = {159},33  doi = {10.2307/2490232}34}3536@article{bernard1989,37  author = {Bernard, Victor L. and Thomas, Jacob K.},38  title = {{Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?}},39  journal = {Journal of Accounting Research},40  year = {1989},41  volume = {27},42  pages = {1},43  doi = {10.2307/2491062}44}4546@article{bernard1990,47  author = {Bernard, Victor L. and Thomas, Jacob K.},48  title = {{Evidence that stock prices do not fully reflect the implications of current earnings for future earnings}},49  journal = {Journal of Accounting and Economics},50  year = {1990},51  volume = {13},52  number = {4},53  pages = {305--340},54  doi = {10.1016/0165-4101(90)90008-r}55}5657@article{sloan1996,58  author = {Sloan, Richard G.},59  title = {{Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings?}},60  journal = {The Accounting Review},61  year = {1996},62  volume = {71},63  number = {3},64  pages = {289--315},65  doi = {10.2308/tar-9608042309}66}6768@article{ou1989,69  author = {Ou, Jane A. and Penman, Stephen H.},70  title = {{Financial statement analysis and the prediction of stock returns}},71  journal = {Journal of Accounting and Economics},72  year = {1989},73  volume = {11},74  number = {4},75  pages = {295--329},76  doi = {10.1016/0165-4101(89)90017-7}77}7879@article{kyle1985,80  author = {Kyle, Albert S.},81  title = {{Continuous Auctions and Insider Trading}},82  journal = {Econometrica},83  year = {1985},84  volume = {53},85  number = {6},86  pages = {1315},87  doi = {10.2307/1913210}88}8990@article{easley1987,91  author = {Easley, David and O'Hara, Maureen},92  title = {{Price, trade size, and information in securities markets}},93  journal = {Journal of Financial Economics},94  year = {1987},95  volume = {19},96  number = {1},97  pages = {69--90},98  doi = {10.1016/0304-405x(87)90029-8}99}100101@article{andersen2003,102  author = {Andersen, Torben G. and Bollerslev, Tim and Diebold, Francis X. and Labys, Paul},103  title = {{Modeling and Forecasting Realized Volatility}},104  journal = {Econometrica},105  year = {2003},106  volume = {71},107  number = {2},108  pages = {579--625},109  doi = {10.1111/1468-0262.00418}110}111112@article{barndorff2004,113  author = {Barndorff-Nielsen, O. 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