Essec\Faculty\Model\Profile {#6196
#_id: "B00806955"
#_source: array:38 [
"bid" => "B00806955"
"slug" => "stoumbos-robert"
"fullName" => "Robert STOUMBOS"
"lastName" => "STOUMBOS"
"firstName" => "Robert"
"title" => array:2 [
"fr" => "Professeur associé"
"en" => "Associate Professor"
]
"email" => "b00806955@essec.edu"
"status" => "ACTIF"
"campus" => "Campus de Cergy"
"departments" => []
"phone" => "01 34 43 31 72"
"sites" => []
"facNumber" => "31453"
"externalCvUrl" => "https://faculty.essec.edu/cv/stoumbos-robert/pdf"
"googleScholarUrl" => "https://scholar.google.com/citations?hl=fr&user=XtFsqfIAAAAJ"
"facOrcId" => "https://orcid.org/https://orcid.org/0000-0002-8205-9932"
"career" => array:2 [
0 => Essec\Faculty\Model\CareerItem {#6200
#_index: null
#_id: null
#_source: array:7 [
"startDate" => "2022-09-01"
"endDate" => null
"isInternalPosition" => true
"type" => array:2 [
"fr" => "Positions académiques principales"
"en" => "Full-time academic appointments"
]
"label" => array:2 [
"fr" => "Professeur associé"
"en" => "Associate Professor"
]
"institution" => array:2 [
"fr" => "ESSEC Business School"
"en" => "ESSEC Business School"
]
"country" => array:2 [
"fr" => "France"
"en" => "France"
]
]
+lang: "fr"
+"parent": Essec\Faculty\Model\Profile {#6196}
}
1 => Essec\Faculty\Model\CareerItem {#6197
#_index: null
#_id: null
#_source: array:7 [
"startDate" => "2017-07-01"
"endDate" => "2022-08-31"
"isInternalPosition" => true
"type" => array:2 [
"en" => "Other Academic Appointments"
"fr" => "Autres positions académiques"
]
"label" => array:2 [
"fr" => "Assistant Professor"
"en" => "Assistant Professor"
]
"institution" => array:2 [
"fr" => "Columbia Business School"
"en" => "Columbia Business School"
]
"country" => array:2 [
"fr" => "États-Unis"
"en" => "United States of America"
]
]
+lang: "fr"
+"parent": Essec\Faculty\Model\Profile {#6196}
}
]
"diplomes" => array:1 [
0 => Essec\Faculty\Model\Diplome {#6198
#_index: null
#_id: null
#_source: array:5 [
"diplome" => "DIPLOMA"
"year" => "2017"
"label" => array:2 [
"fr" => "Doctor of Philosophy, Autre, Comptabilité"
"en" => "Doctor of Philosophy, Autre, Comptabilité"
]
"institution" => array:2 [
"fr" => "Yale University"
"en" => "Yale University"
]
"country" => array:2 [
"fr" => "États-Unis"
"en" => "United States of America"
]
]
+lang: "fr"
+"parent": Essec\Faculty\Model\Profile {#6196}
}
]
"bio" => array:2 [
"fr" => "<p>Robert Stoumbos est un membre du corps enseignant au Département de Comptabilité et Contrôle de Gestion à l'ESSEC, où il détient la Chaire d’Excellence «Financial Reporting» depuis 2022. De 2017 à 2022, il était professeur adjoint à la Columbia Business School à New York. Son expertise englobe l'utilisation de la comptabilité sur les marchés financiers, l'impact des considérations comportementales sur l'information financière, et le paysage historique de la comptabilité financière avant l'intervention réglementaire. Robert a obtenu son doctorat de l'Université Yale et a travaillé en tant que Certified Public Accountant chez Ernst & Young avant de poursuivre une carrière académique.</p>\n"
"en" => "<p>Robert Stoumbos is a faculty member in the Department of Accounting and Management Control at ESSEC Business School, where he has held the Chair of Excellence in Financial Reporting since 2022. From 2017 to 2022, he was an Assistant Professor at Columbia Business School in New York. His expertise encompasses the use of accounting in capital markets, the impact of behavioral considerations on financial reporting, and the historical landscape of financial accounting before regulatory intervention. Robert earned his Ph.D. from Yale University and worked as a Certified Public Accountant at Ernst & Young prior to his academic career.</p>\n"
]
"department" => array:2 [
"fr" => "Comptabilité et contrôle de gestion"
"en" => "Accounting and Management Control "
]
"site" => array:2 [
"fr" => "https://sites.google.com/view/robert-stoumbos-research?pli=1"
"en" => "https://sites.google.com/view/robert-stoumbos-research?pli=1"
]
"industrrySectors" => array:2 [
"fr" => "Marchés financiers - Transports et infrastructures maritimes, routiers et ferroviaires - Services professionnels : Conseil, Juridique, Comptabilité"
"en" => "Capital Markets - Marine, Road & Rail Transportation & Infrastructure - Professional Services: Consulting, Legal, Accounting"
]
"researchFields" => array:2 [
"fr" => "Comptabilité financière et audit - Histoire de l'économie et des affaires - Marchés financiers et institutions financières"
"en" => "Financial Accounting & auditing - Economic & Business History - Financial Markets & Institutions"
]
"teachingFields" => array:2 [
"fr" => "Comptabilité financière et audit"
"en" => "Financial Accounting & auditing"
]
"distinctions" => array:1 [
0 => Essec\Faculty\Model\Distinction {#6201
#_index: null
#_id: null
#_source: array:6 [
"date" => "2021-01-23"
"label" => array:2 [
"fr" => "Midyear Best Paper Award"
"en" => "Midyear Best Paper Award"
]
"type" => array:2 [
"fr" => "Prix"
"en" => "Awards"
]
"tri" => " 1 "
"institution" => array:2 [
"fr" => "Financial Accounting and Reporting Section of the American Accounting Association"
"en" => "Financial Accounting and Reporting Section of the American Accounting Association"
]
"country" => array:2 [
"fr" => "États-Unis"
"en" => "United States of America"
]
]
+lang: "fr"
+"parent": Essec\Faculty\Model\Profile {#6196}
}
]
"teaching" => []
"otherActivities" => []
"theses" => []
"indexedAt" => "2023-11-29T12:21:24.000Z"
"contributions" => array:9 [
0 => Essec\Faculty\Model\Contribution {#6195
#_index: "academ_contributions"
#_id: "13373"
#_source: array:18 [
"id" => "13373"
"slug" => "the-power-of-firm-fundamental-information-in-explaining-stock-returns"
"yearMonth" => "2021-01"
"year" => "2021"
"title" => "The power of firm fundamental information in explaining stock returns"
"description" => "SHAO, S., STOUMBOS, R. et ZHANG, X.F. (2021). The power of firm fundamental information in explaining stock returns. <i>Review of Accounting Studies</i>, 26(4), pp. 1249–1289."
"authors" => array:3 [
0 => array:3 [
"name" => "STOUMBOS Robert"
"bid" => "B00806955"
"slug" => "stoumbos-robert"
]
1 => array:1 [
"name" => "SHAO Shuai"
]
2 => array:1 [
"name" => "ZHANG X. Frank"
]
]
"ouvrage" => ""
"keywords" => array:2 [
0 => "earnings"
1 => "stock returns"
]
"updatedAt" => "2022-11-28 15:10:02"
"publicationUrl" => "https://doi.org/10.1007/s11142-020-09572-7"
"publicationInfo" => array:3 [
"pages" => "1249–1289"
"volume" => "26"
"number" => "4"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "-The literature shows that earnings have come to explain less stock price movement over time, suggesting that firm fundamental information has become less important. In this paper, we replace earnings with earnings announcement returns as a measure of firm fundamental news and find that these firm fundamentals have come to explain more price movement over time. In the years after 2003, earnings announcement returns explain roughly 20% of the annual return—almost twice as much as they did before, indicating that fundamental information has become more important, not less, in explaining stock returns. This pattern occurs for other forms of firm fundamental information. Collectively, the returns around earnings announcements, management guidance, analyst forecasts, analyst recommendations, and 8-K filings went from explaining 17% of annual returns on average in the late 1990s to 39% on average in the early 2010s. In exploring possible explanations for the increase in the explanatory power of fundamental information, we find evidence consistent with regulatory changes, such as new 8-K filing requirements and Sarbanes-Oxley, collectively making disclosures more informative."
"en" => "The literature shows that earnings have come to explain less stock price movement over time, suggesting that firm fundamental information has become less important. In this paper, we replace earnings with earnings announcement returns as a measure of firm fundamental news and find that these firm fundamentals have come to explain more price movement over time. In the years after 2003, earnings announcement returns explain roughly 20% of the annual return—almost twice as much as they did before, indicating that fundamental information has become more important, not less, in explaining stock returns. This pattern occurs for other forms of firm fundamental information. Collectively, the returns around earnings announcements, management guidance, analyst forecasts, analyst recommendations, and 8-K filings went from explaining 17% of annual returns on average in the late 1990s to 39% on average in the early 2010s. In exploring possible explanations for the increase in the explanatory power of fundamental information, we find evidence consistent with regulatory changes, such as new 8-K filing requirements and Sarbanes-Oxley, collectively making disclosures more informative."
]
"authors_fields" => array:2 [
"fr" => "Comptabilité et Contrôle de Gestion"
"en" => "Accounting and Management Control "
]
"indexedAt" => "2023-11-29T12:22:10.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 6.9859385
+"parent": null
}
1 => Essec\Faculty\Model\Contribution {#6202
#_index: "academ_contributions"
#_id: "13374"
#_source: array:18 [
"id" => "13374"
"slug" => "the-growth-of-information-asymmetry-between-earnings-announcements-and-its-implications-for-reporting-frequency"
"yearMonth" => "2023-03"
"year" => "2023"
"title" => "The Growth of Information Asymmetry Between Earnings Announcements and Its Implications for Reporting Frequency"
"description" => "STOUMBOS, R. (2023). The Growth of Information Asymmetry Between Earnings Announcements and Its Implications for Reporting Frequency. <i>Management Science</i>, 69(3), pp. 1901–1928."
"authors" => array:1 [
0 => array:3 [
"name" => "STOUMBOS Robert"
"bid" => "B00806955"
"slug" => "stoumbos-robert"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2023-06-22 08:44:06"
"publicationUrl" => "https://doi.org/10.1287/mnsc.2022.4408"
"publicationInfo" => array:3 [
"pages" => "1901–1928"
"volume" => "69"
"number" => "3"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "I demonstrate that, on average, information asymmetry grows between earnings announcements and falls right after each new earnings announcement. I estimate that percent effective spreads typically grow 3.1% over the course of the inter-announcement period. I demonstrate that this inter-announcement growth in information asymmetry occurs gradually throughout the entire inter-announcement period and not just right before each new earnings announcement. This inter-announcement growth has implications for reporting frequency decisions. A semiannual reporter that switches to quarterly reporting cuts the growth time in half by cutting each semiannual reporting period into two quarterly reporting periods. As a result, it reduces information asymmetry in what would have been the second half of the semiannual reporting period. I confirm this in a European setting, showing that the average reduction in bid-ask spreads from the inter-announcement growth channel is 1.6% when firms switch from semiannual to quarterly reporting."
"en" => "I demonstrate that, on average, information asymmetry grows between earnings announcements and falls right after each new earnings announcement. I estimate that percent effective spreads typically grow 3.1% over the course of the inter-announcement period. I demonstrate that this inter-announcement growth in information asymmetry occurs gradually throughout the entire inter-announcement period and not just right before each new earnings announcement. This inter-announcement growth has implications for reporting frequency decisions. A semiannual reporter that switches to quarterly reporting cuts the growth time in half by cutting each semiannual reporting period into two quarterly reporting periods. As a result, it reduces information asymmetry in what would have been the second half of the semiannual reporting period. I confirm this in a European setting, showing that the average reduction in bid-ask spreads from the inter-announcement growth channel is 1.6% when firms switch from semiannual to quarterly reporting."
]
"authors_fields" => array:2 [
"fr" => "Comptabilité et Contrôle de Gestion"
"en" => "Accounting and Management Control "
]
"indexedAt" => "2023-11-29T12:22:10.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 6.9859385
+"parent": null
}
2 => Essec\Faculty\Model\Contribution {#6204
#_index: "academ_contributions"
#_id: "13375"
#_source: array:18 [
"id" => "13375"
"slug" => "earnings-announcement-return-extrapolation"
"yearMonth" => "2022-01"
"year" => "2022"
"title" => "Earnings announcement return extrapolation"
"description" => "ERTAN, A., KAROLYI, S.A., KELLY, P.W. et STOUMBOS, R. (2022). Earnings announcement return extrapolation. <i>Review of Accounting Studies</i>, 27(1), pp. 185-230."
"authors" => array:4 [
0 => array:3 [
"name" => "STOUMBOS Robert"
"bid" => "B00806955"
"slug" => "stoumbos-robert"
]
1 => array:1 [
"name" => "ERTAN Aytekin"
]
2 => array:1 [
"name" => "KAROLYI Stephen A."
]
3 => array:1 [
"name" => "KELLY Peter W."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2023-06-22 08:46:59"
"publicationUrl" => "https://doi.org/10.1007/s11142-021-09593-w"
"publicationInfo" => array:3 [
"pages" => "185-230"
"volume" => "27"
"number" => "1"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "We propose that extrapolative beliefs about earnings announcement (EA) returns may contribute to the understanding of EA return patterns. We construct a theoretically motivated measure of extrapolative investors’ expectations based on a stock’s recent history of EA returns. We then show that this measure explains cross-sectional variation in stock returns and investor behavior around EAs. Stocks expected to have high EA returns, according to our measure, experience predictable increases in prices before EAs and predictable decreases afterward. These patterns are economically significant: investors that buy (sell) a portfolio that is long firms with high recent EA returns and short firms with low recent EA returns in the pre-EA (post-EA) period earn daily five-factor abnormal returns of 16.1 bps (18.3 bps). Using individual investor trades data and a measure of institutional trading, we find that individual and institutional investors are more likely to purchase stocks with high recent EA returns, consistent with at least a subset of investors forming extrapolative beliefs about EA returns."
"en" => "We propose that extrapolative beliefs about earnings announcement (EA) returns may contribute to the understanding of EA return patterns. We construct a theoretically motivated measure of extrapolative investors’ expectations based on a stock’s recent history of EA returns. We then show that this measure explains cross-sectional variation in stock returns and investor behavior around EAs. Stocks expected to have high EA returns, according to our measure, experience predictable increases in prices before EAs and predictable decreases afterward. These patterns are economically significant: investors that buy (sell) a portfolio that is long firms with high recent EA returns and short firms with low recent EA returns in the pre-EA (post-EA) period earn daily five-factor abnormal returns of 16.1 bps (18.3 bps). Using individual investor trades data and a measure of institutional trading, we find that individual and institutional investors are more likely to purchase stocks with high recent EA returns, consistent with at least a subset of investors forming extrapolative beliefs about EA returns."
]
"authors_fields" => array:2 [
"fr" => "Comptabilité et Contrôle de Gestion"
"en" => "Accounting and Management Control "
]
"indexedAt" => "2023-11-29T12:22:10.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 6.9859385
+"parent": null
}
3 => Essec\Faculty\Model\Contribution {#6199
#_index: "academ_contributions"
#_id: "13938"
#_source: array:18 [
"id" => "13938"
"slug" => "dividends-trust-and-firm-value"
"yearMonth" => "2023-08"
"year" => "2023"
"title" => "Dividends, Trust, and Firm Value"
"description" => "KAPONS, M.M., KELLY, P.W., STOUMBOS, R. et ZAMBRANA, R. (2023). Dividends, Trust, and Firm Value. <i>Review of Accounting Studies</i>, 28, pp. 1354-1387."
"authors" => array:4 [
0 => array:3 [
"name" => "STOUMBOS Robert"
"bid" => "B00806955"
"slug" => "stoumbos-robert"
]
1 => array:1 [
"name" => "KAPONS Martin M."
]
2 => array:1 [
"name" => "KELLY Peter W."
]
3 => array:1 [
"name" => "ZAMBRANA Rafael"
]
]
"ouvrage" => ""
"keywords" => array:1 [
0 => "Dividends - Trust - Fraud - Mutual funds"
]
"updatedAt" => "2023-10-12 15:05:34"
"publicationUrl" => "https://link.springer.com/article/10.1007/s11142-023-09795-4"
"publicationInfo" => array:3 [
"pages" => "1354-1387"
"volume" => "28"
"number" => ""
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "We find evidence that investors value dividends differently depending on their level of trust. Our tests indicate that investor demand for dividend-paying stocks increases as trust decreases, and that this relationship affects market values. We begin with survey evidence showing that people think accounting fraud is less likely among dividend payers and that people with low trust are more likely to hold dividend-paying stocks. We then empirically exploit accounting fraud discoveries within a mutual fund’s portfolio as a shock to trust. In response to these shocks, we show that mutual funds tilt their portfolios toward dividend-paying stocks. This result is not explained by a shift in risk preferences, indicating that these institutional investors are seeking dividends in particular rather than stable firms that just happen to pay dividends. Finally, we provide evidence that dividend payers experience a premium in their market values relative to non-payers when their investor base becomes less trusting."
"en" => "We find evidence that investors value dividends differently depending on their level of trust. Our tests indicate that investor demand for dividend-paying stocks increases as trust decreases, and that this relationship affects market values. We begin with survey evidence showing that people think accounting fraud is less likely among dividend payers and that people with low trust are more likely to hold dividend-paying stocks. We then empirically exploit accounting fraud discoveries within a mutual fund’s portfolio as a shock to trust. In response to these shocks, we show that mutual funds tilt their portfolios toward dividend-paying stocks. This result is not explained by a shift in risk preferences, indicating that these institutional investors are seeking dividends in particular rather than stable firms that just happen to pay dividends. Finally, we provide evidence that dividend payers experience a premium in their market values relative to non-payers when their investor base becomes less trusting."
]
"authors_fields" => array:2 [
"fr" => "Comptabilité et Contrôle de Gestion"
"en" => "Accounting and Management Control "
]
"indexedAt" => "2023-11-29T12:22:10.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 6.9859385
+"parent": null
}
4 => Essec\Faculty\Model\Contribution {#6205
#_index: "academ_contributions"
#_id: "14008"
#_source: array:18 [
"id" => "14008"
"slug" => "dividends-trust-and-firm-value"
"yearMonth" => "2022-12"
"year" => "2022"
"title" => "Dividends, Trust, and Firm Value"
"description" => "KAPONS, M., KELLY, P., STOUMBOS, R. et ZAMBRANA, R. (2022). Dividends, Trust, and Firm Value. Dans: 2022 Brown Bag Seminar in Accounting & Taxation. Mannheim."
"authors" => array:4 [
0 => array:3 [
"name" => "STOUMBOS Robert"
"bid" => "B00806955"
"slug" => "stoumbos-robert"
]
1 => array:1 [
"name" => "KAPONS M"
]
2 => array:1 [
"name" => "KELLY P"
]
3 => array:1 [
"name" => "ZAMBRANA R"
]
]
"ouvrage" => "2022 Brown Bag Seminar in Accounting & Taxation"
"keywords" => []
"updatedAt" => "2023-10-12 14:43:35"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => ""
"volume" => ""
"number" => ""
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => ""
"en" => ""
]
"authors_fields" => array:2 [
"fr" => "Comptabilité et Contrôle de Gestion"
"en" => "Accounting and Management Control "
]
"indexedAt" => "2023-11-29T12:22:10.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 6.9859385
+"parent": null
}
5 => Essec\Faculty\Model\Contribution {#5851
#_index: "academ_contributions"
#_id: "14133"
#_source: array:18 [
"id" => "14133"
"slug" => "learning-to-disclose-disclosure-dynamics-in-the-1890s-streetcar-industry"
"yearMonth" => "2022-10"
"year" => "2022"
"title" => "Learning to Disclose: Disclosure Dynamics in the 1890s Streetcar Industry"
"description" => "STOUMBOS, R. (2022). Learning to Disclose: Disclosure Dynamics in the 1890s Streetcar Industry. Dans: 2022 Cambridge Accounting Research Camp. Cambridge."
"authors" => array:1 [
0 => array:3 [
"name" => "STOUMBOS Robert"
"bid" => "B00806955"
"slug" => "stoumbos-robert"
]
]
"ouvrage" => "2022 Cambridge Accounting Research Camp"
"keywords" => []
"updatedAt" => "2023-07-20 16:41:01"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => ""
"volume" => ""
"number" => ""
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => ""
"en" => ""
]
"authors_fields" => array:2 [
"fr" => "Comptabilité et Contrôle de Gestion"
"en" => "Accounting and Management Control "
]
"indexedAt" => "2023-11-29T12:22:10.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 6.9859385
+"parent": null
}
6 => Essec\Faculty\Model\Contribution {#6203
#_index: "academ_contributions"
#_id: "14424"
#_source: array:18 [
"id" => "14424"
"slug" => "dividends-trust-and-firm-value"
"yearMonth" => "2023-05"
"year" => "2023"
"title" => "Dividends, Trust, and Firm Value"
"description" => "KAPONS, M., KELLY, P., STOUMBOS, R. et ZAMBRANA, R. (2023). Dividends, Trust, and Firm Value. Dans: 45th Annual Congress of the European Accounting Association 2023. Espoo."
"authors" => array:4 [
0 => array:3 [
"name" => "STOUMBOS Robert"
"bid" => "B00806955"
"slug" => "stoumbos-robert"
]
1 => array:1 [
"name" => "KAPONS M"
]
2 => array:1 [
"name" => "KELLY Peter"
]
3 => array:1 [
"name" => "ZAMBRANA R"
]
]
"ouvrage" => "45th Annual Congress of the European Accounting Association 2023"
"keywords" => []
"updatedAt" => "2023-10-12 14:44:27"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => ""
"volume" => ""
"number" => ""
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => ""
"en" => ""
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7 => Essec\Faculty\Model\Contribution {#6206
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8 => Essec\Faculty\Model\Contribution {#6207
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