Disentangling equity return regularities: New insights and investment opportunities
BI Jacobs, KN Levy - Financial Analysts Journal, 1988 - Taylor & Francis
Stock market phenomena such as the January and low pricelearnings ratio effects entice
investors with prospects of extraordinary returns. Most previous stock market anomaly …
investors with prospects of extraordinary returns. Most previous stock market anomaly …
[BOOK][B] Quantitative equity portfolio management: modern techniques and applications
EE Qian, RH Hua, EH Sorensen - 2007 - taylorfrancis.com
Quantitative equity portfolio management combines theories and advanced techniques from
several disciplines, including financial economics, accounting, mathematics, and …
several disciplines, including financial economics, accounting, mathematics, and …
Why are some corporate earnings restatements more damaging?
A Akhigbe*, RJ Kudla, J Madura - Applied financial economics, 2005 - Taylor & Francis
If an earnings restatement is simply an accounting adjustment to old information that is no
longer being used for valuation purposes, it will not necessarily cause a change in a firm's …
longer being used for valuation purposes, it will not necessarily cause a change in a firm's …
Revisions in corporate earnings forecasts and common stock returns
RJ Dowen, WS Bauman - Financial Analysts Journal, 1991 - Taylor & Francis
Many investors consider securities analysts' forecasts of earnings per share (EPS) a major
determinant of future stock market values. 1 As new information becomes available, analysts …
determinant of future stock market values. 1 As new information becomes available, analysts …
Growth and Stockholder Returns: A Comment on Miedich and Melicher
EM Miller - Review of Financial Economics, 1987 - search.proquest.com
The CAPM states that no other variables are relevant, thus implying that anticipated growth
does not affect expected return. Since Miedich and Melicher's results relate observed growth …
does not affect expected return. Since Miedich and Melicher's results relate observed growth …
[CITATION][C] Production d'informations privées et gestion de portefeuille
P Grandin - 1995 - FeniXX
[CITATION][C] A Contrarian Strategy for Growth Stock Investing: Theoretical Foundations and Empirical Evidence
D Peters - 1993 - Praeger
[CITATION][C] THE PROFITABLE USE OF PROFIT FORECASTS: A SURVEY OF EARNINGS EXPECTATIONS RESEARCH¹
S Levine, D van Dijk - Handbook of Security Analyst Forecasting and …, 1993 - JAI Press (NY)