This dissertation consists of three essays on different topics within the field of capital markets research in accounting. The first essay examines how expensed R&D investments affect the relation of earnings-to-price and book-to-price with future returns. The second essay studies how non-random attrition of firms affect documented properties of earnings. The third and final chapter of the dissertation investigates the use and usefulness of comparable-firm-based forecasts using a k-nearest neighbors approach.