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Value investing: The use of historical financial statement information to separate winners from losers

Citations

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Cited by:

  1. Kewei Hou & Chen Xue & Lu Zhang, 2012. "Digesting Anomalies: An Investment Approach," NBER Working Papers 18435, National Bureau of Economic Research, Inc.
  2. Myungsun Kim & William Kross, 2005. "The Ability of Earnings to Predict Future Operating Cash Flows Has Been Increasing—Not Decreasing," Journal of Accounting Research, Wiley Blackwell, vol. 43(5), pages 753-780, December.
  3. Itzhak Ben-DAVID & Francesco A. FRANZONI & Rabih MOUSSAWI & John SEDUNOV III, 2015. "The Granular Nature of Large Institutional Investors," Swiss Finance Institute Research Paper Series 15-67, Swiss Finance Institute, revised Apr 2016.
  4. Jiang, Fuwei & Jin, Fujing & Tang, Guohao, 2020. "Dissecting the effectiveness of firm financial strength in predicting Chinese stock market," Finance Research Letters, Elsevier, vol. 32(C).
  5. Jacobs, Heiko, 2015. "What explains the dynamics of 100 anomalies?," Journal of Banking & Finance, Elsevier, vol. 57(C), pages 65-85.
  6. Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2020. "Taming the Factor Zoo: A Test of New Factors," Journal of Finance, American Finance Association, vol. 75(3), pages 1327-1370, June.
  7. Zhimin (Jimmy) Yu, 2023. "Cross-Section of Returns, Predictors Credibility, and Method Issues," JRFM, MDPI, vol. 16(1), pages 1-12, January.
  8. Peng-Chia Chiu & Timothy D. Haight, 2020. "Investor learning, earnings signals, and stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 54(2), pages 671-698, February.
  9. John Donovan, 2021. "Financial Reporting and Entrepreneurial Finance: Evidence from Equity Crowdfunding," Management Science, INFORMS, vol. 67(11), pages 7214-7237, November.
  10. Fernando Moraes & Rodrigo De-Losso, 2020. "Risk Factor Centrality and the Cross-Section of Expected Returns," Working Papers, Department of Economics 2020_17, University of São Paulo (FEA-USP).
  11. Huang, Jiekun, 2018. "The customer knows best: The investment value of consumer opinions," Journal of Financial Economics, Elsevier, vol. 128(1), pages 164-182.
  12. Timo H Leivo & Eero J Pätäri, 2011. "Enhancement of value portfolio performance using momentum and the long-short strategy: The Finnish evidence," Journal of Asset Management, Palgrave Macmillan, vol. 11(6), pages 401-416, February.
  13. Nusret Cakici & Sris Chatterjee & Ren-Raw Chen, 2019. "Default Risk and Cross Section of Returns," JRFM, MDPI, vol. 12(2), pages 1-15, June.
  14. Ghassan S. Obeidat & Dr. Adnan Rawashdeh & Nurah Musa Allozi, 2016. "The Effect of Using Managerial Accounting Techniques on Banking Sector: A Theoretical Study," Journal of Social Sciences (COES&RJ-JSS), , vol. 5(3), pages 388-395, July.
  15. Eero J. Pätäri & Timo H. Leivo & Sheraz Ahmed, 2022. "Can the FSCORE add value to anomaly-based portfolios? A reality check in the German stock market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(3), pages 321-367, September.
  16. Yasser Alhenawi & Martha Stilwell, 2017. "Value creation and the probability of success in merger and acquisition transactions," Review of Quantitative Finance and Accounting, Springer, vol. 49(4), pages 1041-1085, November.
  17. Gikas Hardouvelis & George Papanastasopoulos & Dimitrios D. Thomakos & Tao Wang, 2007. "Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation," Working Paper series 47_07, Rimini Centre for Economic Analysis.
  18. Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2020. "Flights to Safety," The Review of Financial Studies, Society for Financial Studies, vol. 33(2), pages 689-746.
  19. Chung, Chune Young & Hur, Seok-Kyun & Liu, Chang, 2019. "Institutional investors and cost stickiness: Theory and evidence," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 336-350.
  20. Zhaobo Zhu & Licheng Sun & Min Chen, 2023. "Fundamental strength and the 52-week high anchoring effect," Review of Quantitative Finance and Accounting, Springer, vol. 60(4), pages 1515-1542, May.
  21. Anwer S. Ahmed & Irfan Safdar, 2017. "Evidence on the Presence of Representativeness Bias in Investor Interpretation of Consistency in Sales Growth," Management Science, INFORMS, vol. 63(1), pages 97-113, January.
  22. Nadeem Iqbal & Sajid Rahman Khattak & Muhammad Arif Khattak, 2013. "Does Fundamental Analysis Predict Stock Returns? Evidence from Non-Financial Companies Listed on KSE," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 5(4), pages 182-190, December.
  23. Elizabeth A. Gordon & Elaine Henry & Bjorn N. Jorgensen & Cheryl L. Linthicum, 2017. "Flexibility in cash-flow classification under IFRS: determinants and consequences," Review of Accounting Studies, Springer, vol. 22(2), pages 839-872, June.
  24. Leonid Kogan & Mary Tian, 2012. "Firm characteristics and empirical factor models: a data-mining experiment," International Finance Discussion Papers 1070, Board of Governors of the Federal Reserve System (U.S.).
  25. Jin, Han & Mazouz, Khelifa & Wu, Yuliang & Xu, Bin, 2023. "Can star analysts make superior coverage decisions in poor information environment?," Journal of Banking & Finance, Elsevier, vol. 146(C).
  26. Iuliia Brushko, 2013. "Financial Signaling and Earnings Forecasts," CERGE-EI Working Papers wp498, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  27. Agarwal, Vikas & Wang, Lingling, 2007. "Transaction costs and value premium," CFR Working Papers 07-06, University of Cologne, Centre for Financial Research (CFR).
  28. Lee, Jaeram & Jeon, Hyunglae & Kang, Jangkoo & Lee, Changjun, 2020. "Do actively managed mutual funds exploit stock market mispricing?," The North American Journal of Economics and Finance, Elsevier, vol. 53(C).
  29. Domitilla Magni & Ottorino Morresi & Alberto Pezzi & Domenico Graziano, 2022. "Defining the Relationship Between Firm’s Performance and Delisting: Empirical Evidence of Going Private in Europe," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 13(3), pages 2584-2605, September.
  30. Anwer S. Ahmed & Irfan Safdar, 2018. "Dissecting stock price momentum using financial statement analysis," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(S1), pages 3-43, November.
  31. Hirshleifer, David & Kewei Hou & Teoh, Siew Hong & Yinglei Zhang, 2004. "Do investors overvalue firms with bloated balance sheets?," Journal of Accounting and Economics, Elsevier, vol. 38(1), pages 297-331, December.
  32. Yin, Libo & Wei, Ya, 2020. "Aggregate profit instability and time variations in momentum returns: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
  33. Da, Zhi & Warachka, Mitch, 2011. "The disparity between long-term and short-term forecasted earnings growth," Journal of Financial Economics, Elsevier, vol. 100(2), pages 424-442, May.
  34. Frederico Belo & Xiaoji Lin & Santiago Bazdresch, 2014. "Labor Hiring, Investment, and Stock Return Predictability in the Cross Section," Journal of Political Economy, University of Chicago Press, vol. 122(1), pages 129-177.
  35. Adriana S. Cordis, 2014. "Accounting Ratios and the Cross-section of Expected Stock Returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 41(9-10), pages 1157-1192, November.
  36. Mayank Gupta & Jan Novotny, 2016. "The Dynamics of Value Comovement across Global Equity Markets," CERGE-EI Working Papers wp560, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  37. Dichev, Ilia D. & Qian, Jingyi, 2022. "The benefits of transaction-level data: The case of NielsenIQ scanner data," Journal of Accounting and Economics, Elsevier, vol. 74(1).
  38. Othar Kordsachia, 2021. "A risk management perspective on CSR and the marginal cost of debt: empirical evidence from Europe," Review of Managerial Science, Springer, vol. 15(6), pages 1611-1643, August.
  39. Claudio E. Serur & Julián R. Siri & Juan A. Serur & José P. Dapena, 2019. "Unraveling the value premium: a reward for risk or mispricing?," CEMA Working Papers: Serie Documentos de Trabajo. 704, Universidad del CEMA.
  40. Tran, Vu Le, 2023. "Sentiment and covariance characteristics," International Review of Financial Analysis, Elsevier, vol. 86(C).
  41. Lu Zhang, 2017. "The Investment CAPM," European Financial Management, European Financial Management Association, vol. 23(4), pages 545-603, September.
  42. H. J. Turtle & Kainan Wang, 2017. "The Value In Fundamental Accounting Information," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 40(1), pages 113-140, March.
  43. Silvania Neris Nossa & Alexsandro Broedel Lopes & Aridelmo Teixeira, 2010. "Stock repurchases and fundamental analysis: an empirical study of the brazilian market in the period from 1994 to 2006," Brazilian Business Review, Fucape Business School, vol. 7(1), pages 1-22, January.
  44. Walkshäusl, Christian, 2015. "Equity financing activities and European value-growth returns," Journal of Banking & Finance, Elsevier, vol. 57(C), pages 27-40.
  45. Meena Sharma & Preeti Sharma, 2009. "Prediction of Stock Returns for Growth Firms—A Fundamental Analysis," Vision, , vol. 13(3), pages 31-40, July.
  46. Xiangjun Hong & Xian Lin & Laitan Fang & Yuchen Gao & Ruipeng Li, 2022. "Application of Machine Learning Models for Predictions on Cross-Border Merger and Acquisition Decisions with ESG Characteristics from an Ecosystem and Sustainable Development Perspective," Sustainability, MDPI, vol. 14(5), pages 1-27, February.
  47. Harrison Liu & Edward P. Swanson, 2015. "Is Price Support for Overvalued Equity a Motive for Increasing Share Repurchases?," Working Papers 0171acc, College of Business, University of Texas at San Antonio.
  48. Monika Witkowska, 2006. "Fundamentals and stock returns on the Warsaw Stock Exchange. The application of panel data models," Working Papers 11, Department of Applied Econometrics, Warsaw School of Economics.
  49. I-Cheng Yeh & Tzu-Kuang Hsu, 2011. "Growth Value Two-Factor Model," Journal of Asset Management, Palgrave Macmillan, vol. 11(6), pages 435-451, February.
  50. Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2019. "Which Factors?," Review of Finance, European Finance Association, vol. 23(1), pages 1-35.
  51. Rubesam, Alexandre, 2022. "Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market," Emerging Markets Review, Elsevier, vol. 51(PB).
  52. Eero J. Pätäri & Timo H. Leivo & Janne Hulkkonen & J. V. Samuli Honkapuro, 2018. "Enhancement of value investing strategies based on financial statement variables: the German evidence," Review of Quantitative Finance and Accounting, Springer, vol. 51(3), pages 813-845, October.
  53. Mihaela Nicolau, 2010. "Practitioners' Tools in Analysing Financial Markets Evolution," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 3(3), pages 83-104, August.
  54. Beaver, William & McNichols, Maureen & Price, Richard, 2007. "Delisting returns and their effect on accounting-based market anomalies," Journal of Accounting and Economics, Elsevier, vol. 43(2-3), pages 341-368, July.
  55. Dionysia Dionysiou, 2015. "Choosing Among Alternative Long-Run Event-Study Techniques," Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 158-198, February.
  56. Adam Zaremba & Jacob Koby Shemer, 2018. "Price-Based Investment Strategies," Springer Books, Springer, number 978-3-319-91530-2, December.
  57. Andrew Y. Chen & Tom Zimmermann, 2022. "Open Source Cross-Sectional Asset Pricing," Critical Finance Review, now publishers, vol. 11(2), pages 207-264, May.
  58. R. J. Sak, 2017. "Predictive Modeling: An Optimized and Dynamic Solution Framework for Systematic Value Investing," Papers 1709.03226, arXiv.org.
  59. Zhu, Zhaobo & Sun, Licheng & Yung, Kenneth & Chen, Min, 2020. "Limited investor attention, relative fundamental strength, and the cross-section of stock returns," The British Accounting Review, Elsevier, vol. 52(4).
  60. Achim Backhaus & Aliya Zhakanova Isiksal & Matthias Bausch, 2022. "What Financial Conditions Affect Dynamic Equity Risk Factor Allocation?," Economies, MDPI, vol. 10(2), pages 1-21, February.
  61. Nettayanun, Sampan, 2023. "Asset pricing in bull and bear markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 83(C).
  62. Khushbu Agrawal, 2015. "Default Prediction Using Piotroski’s F-score," Global Business Review, International Management Institute, vol. 16(5_suppl), pages 175-186, October.
  63. Tobek, Ondrej & Hronec, Martin, 2021. "Does it pay to follow anomalies research? Machine learning approach with international evidence," Journal of Financial Markets, Elsevier, vol. 56(C).
  64. Qiyuan Peng & Sheri Tice & Ling Zhou, 2023. "Mutual funds and stock fundamentals," Review of Quantitative Finance and Accounting, Springer, vol. 60(4), pages 1329-1361, May.
  65. Kenth Skogsvik & Stina Skogsvik & Henrik Andersson, 2023. "Bankruptcy Risk in Discounted Cash Flow Equity Valuation," JRFM, MDPI, vol. 16(11), pages 1-18, November.
  66. David R. Gallagher & Peter A. Gardner & Camille H. Schmidt & Terry S. Walter, 2014. "Portfolio Quality and Mutual Fund Performance," International Review of Finance, International Review of Finance Ltd., vol. 14(4), pages 485-521, December.
  67. Barth, Mary E. & Gow, Ian D. & Taylor, Daniel J., 2010. "Non-GAAP and Street Earnings: Evidence from SFAS 123R," Research Papers 2064, Stanford University, Graduate School of Business.
  68. Efrat Shust & Dan Weiss, 2022. "Disentangling Relevance from Reliability in Value Relevance Tests," Sustainability, MDPI, vol. 14(20), pages 1-15, October.
  69. Nguyen, Pascal, 2005. "Market underreaction and predictability in the cross-section of Japanese stock returns," Journal of Multinational Financial Management, Elsevier, vol. 15(3), pages 193-210, July.
  70. Ron Bird & Lorenzo Casavecchia, 2007. "Sentiment and Financial Health Indicators for Value and Growth Stocks: The European Experience," The European Journal of Finance, Taylor & Francis Journals, vol. 13(8), pages 769-793.
  71. Teng Andrea Xu & Jiahua Xu, 2022. "A Short Survey on Business Models of Decentralized Finance (DeFi) Protocols," Papers 2202.07742, arXiv.org, revised Jul 2023.
  72. Kot, Hung Wan & Leung, Harry K.M. & Tang, Gordon Y.N., 2015. "The long-term performance of index additions and deletions: Evidence from the Hang Seng Index," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 407-420.
  73. Shiva Rajgopal, 2021. "Integrating Practice into Accounting Research," Management Science, INFORMS, vol. 67(9), pages 5430-5454, September.
  74. María Fernanda Meneses-González & Javier Eliecer Pirateque-Niño & Santiago David Segovia-Baquero, 2019. "Indicadores de alerta temprana para el sector corporativo privado colombiano," Borradores de Economia 1084, Banco de la Republica de Colombia.
  75. Alessandro Russo, 2016. "Low-risk equity investment – From theory to practice," Journal of Asset Management, Palgrave Macmillan, vol. 17(4), pages 264-279, July.
  76. Xi Qin & Tao Zhu, 2022. "Value Investing: Evidence From Listed Companies in China’s Banking Industry During the COVID-19 Epidemic," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 14(11), pages 1-1, November.
  77. Andreas G. Koutoupis & Christos G. Kampouris & Athanasia V. Sakellaridou, 2022. "Can Financial Strength Indicators Form A Profitable Investment Strategy? The Case Of F-Score in Europe," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 21(3), pages 355-372, September.
  78. Hong-Yi Chen & Sheng-Syan Chen & Chin-Wen Hsin & Cheng Few Lee, 2020. "Does Revenue Momentum Drive or Ride Earnings or Price Momentum?," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 94, pages 3263-3318, World Scientific Publishing Co. Pte. Ltd..
  79. Meng, Yongqiang & Shen, Dehua & Xiong, Xiong, 2023. "When stock price crash risk meets fundamentals," Research in International Business and Finance, Elsevier, vol. 65(C).
  80. Papanastasopoulos, Georgios & Thomakos, Dimitrios & Wang, Tao, 2011. "Information in balance sheets for future stock returns: Evidence from net operating assets," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 269-282.
  81. Da, Zhi & Guo, Re-Jin & Jagannathan, Ravi, 2012. "CAPM for estimating the cost of equity capital: Interpreting the empirical evidence," Journal of Financial Economics, Elsevier, vol. 103(1), pages 204-220.
  82. Edirisinghe, N.C.P. & Zhang, X., 2007. "Generalized DEA model of fundamental analysis and its application to portfolio optimization," Journal of Banking & Finance, Elsevier, vol. 31(11), pages 3311-3335, November.
  83. Liu, Harrison & Swanson, Edward P., 2016. "Is price support a motive for increasing share repurchases?," Journal of Corporate Finance, Elsevier, vol. 38(C), pages 77-91.
  84. Ravi Jagannathan & Ashwin Ravikumar & Marco Sammon, 2017. "Environmental, Social, and Governance Criteria: Why Investors are Paying Attention," NBER Working Papers 24063, National Bureau of Economic Research, Inc.
  85. Xiaoli Wang, 2017. "Will firm quality determine the relationship between stock return and idiosyncratic volatility? A new investigation of idiosyncratic volatility," Journal of Asset Management, Palgrave Macmillan, vol. 18(5), pages 388-404, September.
  86. Eero Pätäri & Timo Leivo, 2017. "A Closer Look At Value Premium: Literature Review And Synthesis," Journal of Economic Surveys, Wiley Blackwell, vol. 31(1), pages 79-168, February.
  87. Dan Amiram & Bjørn N. Jørgensen & Daniel Rabetti, 2022. "Coins for Bombs: The Predictive Ability of On‐Chain Transfers for Terrorist Attacks," Journal of Accounting Research, Wiley Blackwell, vol. 60(2), pages 427-466, May.
  88. Madhuri Malhotra & M. Thenmozhi & Arun Kumar Gopalaswamy, 2011. "Evidence on Changes in Time Varying Volatility around Bonus and Rights Issue Announcements," Working Papers 2011-061, Madras School of Economics,Chennai,India.
  89. Joseph D. Piotroski, 2007. "Discussion of The Book‐to‐Price Effect in Stock Returns: Accounting for Leverage," Journal of Accounting Research, Wiley Blackwell, vol. 45(2), pages 469-479, May.
  90. Monika Kubik-Kwiatkowska, 2012. "Value relevance of financial reporting on the Warsaw Stock Exchange," Working Papers 60, Department of Applied Econometrics, Warsaw School of Economics.
  91. Kris Boudt & James Thewissen, 2019. "Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics," Financial Management, Financial Management Association International, vol. 48(1), pages 77-115, March.
  92. Maria-Lenuţa Ciupac-Ulici & Daniela-Georgeta Beju & Ioan-Alin Nistor & Flaviu Pișcoran, 2023. "The impact of the Altman score on the energy sector companies," Journal of Financial Studies, Institute of Financial Studies, vol. 8(Special-J), pages 45-56, June.
  93. Silvia Angilella & Daniele Morelli, 2021. "Are the stock prices influenced by the publication of the annual financial statements? Evidence from the Dow Jones Industrial Average," Operational Research, Springer, vol. 21(2), pages 1031-1040, June.
  94. N C P Edirisinghe & X Zhang, 2008. "Portfolio selection under DEA-based relative financial strength indicators: case of US industries," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 59(6), pages 842-856, June.
  95. Oleg Rytchkov & Xun Zhong, 2020. "Information Aggregation and P-Hacking," Management Science, INFORMS, vol. 66(4), pages 1605-1626, April.
  96. Kanis Saengchote, 2020. "Profitability, Investment and Asset Pricing: Reconciling the Valuation and the q-Theory Approaches in the Thai Stock Market," PIER Discussion Papers 124, Puey Ungphakorn Institute for Economic Research.
  97. Noma, Mikiharu & 野間, 幹晴, 2010. "Value Investing and Financial Statement Analysis," Hitotsubashi Journal of commerce and management, Hitotsubashi University, vol. 44(1), pages 29-46, October.
  98. Christian Walkshäusl, 2017. "Expectation Errors in European Value-Growth Strategies," Review of Finance, European Finance Association, vol. 21(2), pages 845-870.
  99. Kelvin K. F. Law & Lillian F. Mills, 2015. "Taxes and Financial Constraints: Evidence from Linguistic Cues," Journal of Accounting Research, Wiley Blackwell, vol. 53(4), pages 777-819, September.
  100. Cakici, Nusret & Chatterjee, Sris & Topyan, Kudret, 2015. "Decomposition of book-to-market and the cross-section of returns for Chinese shares," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 102-120.
  101. Jiang, Fuwei & Qi, Xinlin & Tang, Guohao, 2018. "Q-theory, mispricing, and profitability premium: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 135-149.
  102. Ng, Chi Cheong Allen & Shen, Jianfu, 2016. "Screen winners from losers using simple fundamental analysis in the Pacific-Basin stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 159-177.
  103. Yan-Ting Lin & Shang-Chi Gong & Sou-Shan Wu & Tsung-Pei Lee, 2012. "E/P Mean Reversion-Based Strategies for Investment Practice: Evidence from the Taiwan Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(1), pages 117-131, January.
  104. Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur. M., 2015. "Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 205-232.
  105. Werner Gleißner & Thomas Günther & Christian Walkshäusl, 2022. "Financial sustainability: measurement and empirical evidence," Journal of Business Economics, Springer, vol. 92(3), pages 467-516, April.
  106. Chiao-Yi Chang, 2013. "Daily momentum profits with firm characteristics and investors’ optimism in the Taiwan market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 37(2), pages 253-273, April.
  107. Zhu, Zhaobo & Sun, Licheng & Yung, Kenneth, 2020. "Fundamental strength strategy: The role of investor sentiment versus limits to arbitrage," International Review of Financial Analysis, Elsevier, vol. 71(C).
  108. Kaplanski, Guy, 2023. "The race to exploit anomalies and the cost of slow trading," Journal of Financial Markets, Elsevier, vol. 62(C).
  109. Mao, Yifei, 2021. "Managing innovation: The role of collateral," Journal of Accounting and Economics, Elsevier, vol. 72(1).
  110. Huseyin INCE & Theodore B. TRAFALİS, 2017. "A Hybrid Forecasting Model for Stock Market Prediction," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(3), pages 263-280.
  111. Irfan Safdar & Michael Neel & Babatunde Odusami, 2022. "Accounting information and left-tail risk," Review of Quantitative Finance and Accounting, Springer, vol. 58(4), pages 1709-1740, May.
  112. Partha Mohanram & Sasan Saiy & Dushyantkumar Vyas, 2018. "Fundamental analysis of banks: the use of financial statement information to screen winners from losers," Review of Accounting Studies, Springer, vol. 23(1), pages 200-233, March.
  113. Lončarski, Igor & Vidovič, Luka, 2019. "Sorting out the financials: Making economic sense out of statistical factors," Finance Research Letters, Elsevier, vol. 31(C), pages 110-118.
  114. Jiang, Chao & Wintoki, M. Babajide & Xi, Yaoyi, 2021. "Insider trading and the legal expertise of corporate executives," Journal of Banking & Finance, Elsevier, vol. 127(C).
  115. Wang, Feifei & Yan, Xuemin Sterling, 2021. "Downside risk and the performance of volatility-managed portfolios," Journal of Banking & Finance, Elsevier, vol. 131(C).
  116. Huang, Yuan & Lam, F.Y. Eric C. & Wei, K.C. John, 2014. "The q-theory explanation for the external financing effect: New evidence," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 69-81.
  117. Ahmad, Fawad & Oriani, Raffaele, 2022. "Investor attention, information acquisition, and value premium: A mispricing perspective," International Review of Financial Analysis, Elsevier, vol. 79(C).
  118. Chune Young Chung & Chang Liu & Kainan Wang & Blerina Bela Zykaj, 2015. "Institutional Monitoring: Evidence from the F-Score," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 42(7-8), pages 885-914, September.
  119. Geertsema, Paul & Lu, Helen, 2020. "The correlation structure of anomaly strategies," Journal of Banking & Finance, Elsevier, vol. 119(C).
  120. John Paul Broussard & Jussi Mikkonen & Vesa Puttonen, 2016. "Style Migration in Europe," European Financial Management, European Financial Management Association, vol. 22(5), pages 797-816, November.
  121. Monika Bolek & Agata Gniadkowska-Szymańska, 2023. "Is the Growth of Companies Influencing Their Financial Condition Depending on Their Size: S&P 500 Listed Companies Example," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(2), pages 323-337, June.
  122. Sohrab Mokhtari & Kang K. Yen & Jin Liu, 2021. "Effectiveness of Artificial Intelligence in Stock Market Prediction based on Machine Learning," Papers 2107.01031, arXiv.org.
  123. Malcolm Anderson, 2002. "Accounting History publications 2001," Accounting History Review, Taylor & Francis Journals, vol. 12(3), pages 505-512.
  124. Li Li Eng & Xi Tian & T. Robert Yu, 2018. "Financial Statement Analysis: Evidence from Chinese Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 21(04), pages 1-32, December.
  125. Chi Cheong Allen Ng & Jianfu Shen, 2020. "Quality investing in Asian stock markets," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(3), pages 3033-3064, September.
  126. Brett W. Cantrell & Victoria Dickinson, 2020. "Conditional Life Cycle: An Examination of Operating Performance for Leaders and Laggards," Management Science, INFORMS, vol. 66(1), pages 433-451, January.
  127. Gimeno, Ruth & Lobán, Lidia & Vicente, Luis, 2020. "A neural approach to the value investing tool F-Score," Finance Research Letters, Elsevier, vol. 37(C).
  128. Erica X. N. Li & Dmitry Livdan & Lu Zhang, 2009. "Anomalies," The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4301-4334, November.
  129. Yu, Huaibing, 2022. "Does sustainable competitive advantage make a difference in stock performance during the Covid-19 pandemic?," Finance Research Letters, Elsevier, vol. 48(C).
  130. Hoa Thi Tuyet Le & Vinh Tuan Tran & Nhan Thi Pham Nguyen & Nam Sy Ngo & Toan Luu Duc Huynh, 2018. "The Influence of Peg and F_Score on Stock Return by Valued Investment Portfolios: Empirical Evidence from Vietnam," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(3), pages 366-377, March.
  131. Franke, Benedikt & Müller, Sebastian & Müller, Sonja, 2017. "The q-factors and expected bond returns," Journal of Banking & Finance, Elsevier, vol. 83(C), pages 19-35.
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