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Do Investors Overvalue Firms With Bloated Balance Sheets?

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Cited by:

  1. Cheema, Muhammad A. & Scrimgeour, Frank, 2019. "Oil prices and stock market anomalies," Energy Economics, Elsevier, vol. 83(C), pages 578-587.
  2. Basu, Sudipta, 2004. "What do we learn from two new accounting-based stock market anomalies?," Journal of Accounting and Economics, Elsevier, vol. 38(1), pages 333-348, December.
  3. 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.
  4. Zhimin (Jimmy) Yu, 2023. "Cross-Section of Returns, Predictors Credibility, and Method Issues," JRFM, MDPI, vol. 16(1), pages 1-12, January.
  5. David Hirshleifer & Danling Jiang, 2010. "A Financing-Based Misvaluation Factor and the Cross-Section of Expected Returns," The Review of Financial Studies, Society for Financial Studies, vol. 23(9), pages 3401-3436.
  6. Mortal, Sandra C. & Schill, Michael J., 2018. "The role of firm investment in momentum and reversal," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 255-278.
  7. Wang, Baolian, 2019. "The cash conversion cycle spread," Journal of Financial Economics, Elsevier, vol. 133(2), pages 472-497.
  8. 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.).
  9. David Hirshleifer & Siew Hong Teoh & Jeff Jiewei Yu, 2011. "Short Arbitrage, Return Asymmetry, and the Accrual Anomaly," The Review of Financial Studies, Society for Financial Studies, vol. 24(7), pages 2429-2461.
  10. Michael J. Cooper & Huseyin Gulen & Michael J. Schill, 2008. "Asset Growth and the Cross‐Section of Stock Returns," Journal of Finance, American Finance Association, vol. 63(4), pages 1609-1651, August.
  11. Bryzgalova, Svetlana & Huang, Jiantao & Julliard, Christian, 2023. "Bayesian solutions for the factor zoo: we just ran two quadrillion models," LSE Research Online Documents on Economics 126151, London School of Economics and Political Science, LSE Library.
  12. Arthur Kraft & Andrew J. Leone & Charles Wasley, 2006. "An Analysis of the Theories and Explanations Offered for the Mispricing of Accruals and Accrual Components," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 44(2), pages 297-339, May.
  13. Shi, Linna & Zhang, Huai & Guo, Jun, 2014. "Analyst cash flow forecasts and pricing of accruals," Advances in accounting, Elsevier, vol. 30(1), pages 95-105.
  14. Iatridis, George & Kadorinis, George, 2009. "Earnings management and firm financial motives: A financial investigation of UK listed firms," International Review of Financial Analysis, Elsevier, vol. 18(4), pages 164-173, September.
  15. Nettayanun, Sampan, 2023. "Asset pricing in bull and bear markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 83(C).
  16. Xuan Vinh Vo & Hong Thu Bui, 2016. "Asset growth and the cross section of stock returns - evidence from Vietnam," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 6(4), pages 289-304.
  17. Georgios A. Papanastasopoulos, 2019. "Bloated balance sheets and stock returns: Asymmetries between profit and loss firms," Economics and Business Letters, Oviedo University Press, vol. 8(1), pages 53-61.
  18. Beneish, M.D. & Lee, C.M.C. & Nichols, D.C., 2015. "In short supply: Short-sellers and stock returns," Journal of Accounting and Economics, Elsevier, vol. 60(2), pages 33-57.
  19. Doron Avramov & Tarun Chordia & Gergana Jostova & Alexander Philipov, 2022. "The Distress Anomaly is Deeper than You Think: Evidence from Stocks and Bonds [The prediction of corporate bankruptcy: a discriminant analysis]," Review of Finance, European Finance Association, vol. 26(2), pages 355-405.
  20. Liu, Jianan & Stambaugh, Robert F. & Yuan, Yu, 2019. "Size and value in China," Journal of Financial Economics, Elsevier, vol. 134(1), pages 48-69.
  21. Arif, Salman & Sul, Edward, 2024. "Does accounting information identify bubbles for Fama? Evidence from accruals," Journal of Accounting and Economics, Elsevier, vol. 78(2).
  22. Kent Daniel & David Hirshleifer & Lin Sun, 2020. "Short- and Long-Horizon Behavioral Factors," The Review of Financial Studies, Society for Financial Studies, vol. 33(4), pages 1673-1736.
  23. Chen, Xuanjuan & Kim, Kenneth A. & Yao, Tong & Yu, Tong, 2010. "On the predictability of Chinese stock returns," Pacific-Basin Finance Journal, Elsevier, vol. 18(4), pages 403-425, September.
  24. Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu, 2012. "The short of it: Investor sentiment and anomalies," Journal of Financial Economics, Elsevier, vol. 104(2), pages 288-302.
  25. Turan G. Bali & Robert F. Engle & Yi Tang, 2017. "Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns," Management Science, INFORMS, vol. 63(11), pages 3760-3779, November.
  26. Stefan Nagel, 2013. "Empirical Cross-Sectional Asset Pricing," Annual Review of Financial Economics, Annual Reviews, vol. 5(1), pages 167-199, November.
  27. Billett, Matthew T. & Jiang, Zhan & Rego, Lopo L., 2014. "Glamour brands and glamour stocks," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 744-759.
  28. Yongqiang Chu & David Hirshleifer & Liang Ma, 2020. "The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies," Journal of Finance, American Finance Association, vol. 75(5), pages 2631-2672, October.
  29. Abdoh, Hussein & Varela, Oscar, 2021. "What lies behind the asset growth effect?," Global Finance Journal, Elsevier, vol. 48(C).
  30. Christian Fieberg & Lars Hornuf & Gerrit Liedtke & Thorsten Poddig, 2020. "Are Characteristics Covariances? A Comment on Instrumented Principal Component Analysis," CESifo Working Paper Series 8377, CESifo.
  31. Atilgan, Yigit & Bali, Turan G. & Demirtas, K. Ozgur & Gunaydin, A. Doruk, 2020. "Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns," Journal of Financial Economics, Elsevier, vol. 135(3), pages 725-753.
  32. Malmendier, Ulrike & Tate, Geoffrey, 2008. "Superstar CEOs," Department of Economics, Working Paper Series qt4jr5p6p0, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  33. Turan G. Bali & Florian Weigert, 2018. "Have Hedge Funds Solved the Idiosyncratic Volatility Puzzle?," Working Papers on Finance 1827, University of St. Gallen, School of Finance.
  34. Di, Li & Shaiban, Mohammed Sharaf & Hasanov, Akram Shavkatovich, 2021. "The power of investor sentiment in explaining bank stock performance: Listed conventional vs. Islamic banks," Pacific-Basin Finance Journal, Elsevier, vol. 66(C).
  35. Ralf Bergheim & Jürgen Ernstberger & Michael W.M. Roos, 2014. "How Do Fair Value Measurements of Financial Instruments Affect Investments in Banks?," Ruhr Economic Papers 0487, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  36. Khurram, Muhammad Usman & Ali, Fahad & Ülkü, Numan, 2025. "Idiosyncratic volatility and the cross-section of abnormal returns in Pakistan: Evidence from a country with religious bans on lotteries and substantive institutional investor participation," International Review of Economics & Finance, Elsevier, vol. 98(C).
  37. Lee, Eunju & Piqueira, Natalia, 2017. "Short selling around the 52-week and historical highs," Journal of Financial Markets, Elsevier, vol. 33(C), pages 75-101.
  38. Hirshleifer, David & Hou, Kewei & Teoh, Siew Hong, 2009. "Accruals, cash flows, and aggregate stock returns," Journal of Financial Economics, Elsevier, vol. 91(3), pages 389-406, March.
  39. Ulrike Malmendier & Geoffrey Tate, 2009. "Superstar CEOs," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 124(4), pages 1593-1638.
  40. Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu, 2014. "The long of it: Odds that investor sentiment spuriously predicts anomaly returns," Journal of Financial Economics, Elsevier, vol. 114(3), pages 613-619.
  41. Cao, Viet Nga & Gray, Philip & Zhong, Angel, 2019. "Investment-related anomalies in Australia: Evidence and explanations," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 97-109.
  42. Peng, Lin & Xiong, Wei, 2006. "Investor attention, overconfidence and category learning," Journal of Financial Economics, Elsevier, vol. 80(3), pages 563-602, June.
  43. Azevedo, Vitor & Müller, Sebastian, 2024. "Analyst recommendations and mispricing across the globe," Journal of Banking & Finance, Elsevier, vol. 169(C).
  44. Doron Avramov & Guy Kaplanski & Avanidhar Subrahmanyam, 2022. "Postfundamentals Price Drift in Capital Markets: A Regression Regularization Perspective," Management Science, INFORMS, vol. 68(10), pages 7658-7681, October.
  45. Dutordoir, Marie & Shemesh, Joshua & Veld, Chris & Wang, Qing, 2024. "Can existing corporate finance theories explain security offerings during the COVID-19 pandemic?," Journal of Empirical Finance, Elsevier, vol. 79(C).
  46. George D. Cashman & David M. Harrison & Hainan Sheng, 2021. "Option Trading and REIT Returns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(1), pages 332-389, March.
  47. Goto, Shingo & Kalesnik, Vitali, 2022. "Exploiting the persistence in managerial market timing," Finance Research Letters, Elsevier, vol. 46(PB).
  48. Li, Dongmei & Zhang, Lu, 2010. "Does q-theory with investment frictions explain anomalies in the cross section of returns?," Journal of Financial Economics, Elsevier, vol. 98(2), pages 297-314, November.
  49. Michael Dempsey & Abeyratna Gunasekarage & Thanh Tan Truong, 2019. "The association between dividend payout and firm growth: Australian evidence," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(4), pages 2345-2376, December.
  50. Hui, Kai Wai & Nelson, Karen K. & Yeung, P. Eric, 2016. "On the persistence and pricing of industry-wide and firm-specific earnings, cash flows, and accruals," Journal of Accounting and Economics, Elsevier, vol. 61(1), pages 185-202.
  51. Pontiff, Jeffrey, 2006. "Costly arbitrage and the myth of idiosyncratic risk," Journal of Accounting and Economics, Elsevier, vol. 42(1-2), pages 35-52, October.
  52. Barroso, Pedro & Detzel, Andrew & Maio, Paulo, 2025. "The volatility puzzle of the beta anomaly," Journal of Financial Economics, Elsevier, vol. 165(C).
  53. Kai Du & Xin Daniel Jiang, 2020. "Connections between the Market Pricing of Accruals Quality and Accounting‐Based Anomalies," Contemporary Accounting Research, John Wiley & Sons, vol. 37(4), pages 2087-2119, December.
  54. repec:rim:rimwps:46-07 is not listed on IDEAS
  55. Wang, Feifei & Yan, Xuemin Sterling & Zheng, Lingling, 2024. "Institutional trading, news, and accounting anomalies," Journal of Accounting and Economics, Elsevier, vol. 78(1).
  56. Cheema, Muhammad A. & Fianto, Bayu Arie, 2024. "Investor sentiment and stock market anomalies: Evidence from Islamic countries," Pacific-Basin Finance Journal, Elsevier, vol. 88(C).
  57. Svetlana Bryzgalova & Jiantao Huang & Christian Julliard, 2023. "Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models," Journal of Finance, American Finance Association, vol. 78(1), pages 487-557, February.
  58. Lin, Qi, 2017. "Noisy prices and the Fama–French five-factor asset pricing model in China," Emerging Markets Review, Elsevier, vol. 31(C), pages 141-163.
  59. Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2024. "Spanning Analysis of Stock Market Anomalies Under Prospect Stochastic Dominance," Management Science, INFORMS, vol. 70(9), pages 6002-6025, September.
  60. Hou, Kewei & Xue, Chen & Zhang, Lu, 2017. "Replicating Anomalies," Working Paper Series 2017-10, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  61. Hwang, Soosung & Cho, Youngha & Noh, Sanha, 2022. "The cost of overconfidence in public information," International Review of Financial Analysis, Elsevier, vol. 79(C).
  62. 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.
  63. Gishan Dissanaike & Kim†Hwa Lim, 2010. "The Sophisticated and the Simple: the Profitability of Contrarian Strategies," European Financial Management, European Financial Management Association, vol. 16(2), pages 229-255, March.
  64. Sunghoon Joo & Dong H. Kim & Jung Chul Park, 2020. "Does local political support influence financial markets? A study on the impact of job approval ratings of political representatives on local stock returns," The Financial Review, Eastern Finance Association, vol. 55(2), pages 247-276, May.
  65. Al-Shattarat, Basiem & Hussainey, Khaled & Al-Shattarat, Wasim, 2022. "The impact of abnormal real earnings management to meet earnings benchmarks on future operating performance," International Review of Financial Analysis, Elsevier, vol. 81(C).
  66. Yong-Chul Shin & Kun Yu & Neil Fargher, 2016. "Do investors misprice components of net periodic pension cost?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 56(3), pages 845-878, September.
  67. Kothari, S.P. & Loutskina, E. & Nikolaev, V., 2006. "Agency Theory of Overvalued Equity as an Explanation for the Accrual Anomaly," Discussion Paper 2006-103, Tilburg University, Center for Economic Research.
  68. David Hirshleifer & Siew Hong Teoh, 2009. "The Psychological Attraction Approach to Accounting and Disclosure Policy," Contemporary Accounting Research, John Wiley & Sons, vol. 26(4), pages 1067-1090, December.
  69. Pradyot K. Sen, 2007. "Ownership Incentives and Management Fraud," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(7‐8), pages 1123-1140, September.
  70. Jozef Barunik & Martin Hronec & Ondrej Tobek, 2024. "Forecasting stock return distributions around the globe with quantile neural networks," Papers 2408.07497, arXiv.org, revised Aug 2025.
  71. Francis, Bill & Hasan, Iftekhar & Li, Lingxiang, 2015. "Evidence for the existence of downward real earnings management," Bank of Finland Research Discussion Papers 13/2015, Bank of Finland.
  72. Zvi Singer & Jing Zhang, 2022. "Do companies try to conceal financial misstatements through auditor shopping?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 49(1-2), pages 140-180, January.
  73. Taylor, Gary K. & Xu, Randall Zhaohui, 2010. "Consequences of real earnings management on subsequent operating performance," Research in Accounting Regulation, Elsevier, vol. 22(2), pages 128-132.
  74. Lin Peng & Wei Xiong & Tim Bollerslev, 2007. "Investor Attention and Time‐varying Comovements," European Financial Management, European Financial Management Association, vol. 13(3), pages 394-422, June.
  75. Yung, Kenneth & Nafar, Nadia, 2017. "Investor attention and the expected returns of reits," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 423-439.
  76. Hou, Kewei & van Dijk, Mathijs A. & Zhang, Yinglei, 2012. "The implied cost of capital: A new approach," Journal of Accounting and Economics, Elsevier, vol. 53(3), pages 504-526.
  77. Peng, Emma Y. & Yan, An & Yan, Meng, 2016. "Accounting accruals, heterogeneous investor beliefs, and stock returns," Journal of Financial Stability, Elsevier, vol. 24(C), pages 88-103.
  78. Jeffrey Harrison & Matthew Hart & Derek Oler, 2014. "Leverage and acquisition performance," Review of Quantitative Finance and Accounting, Springer, vol. 43(3), pages 571-603, October.
  79. Narongdech Thakerngkiat & Hung T. Nguyen & Nhut H. Nguyen & Nuttawat Visaltanachoti, 2021. "Do accounting information and market environment matter for cross‐asset predictability?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4389-4434, September.
  80. Christian Calmès & Denis Cormier & François-Éric Racicot & Raymond Théoret, 2013. "Accruals, Errors-in-variables, and Tobin’s q," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 41(2), pages 193-195, June.
  81. Edelen, Roger M. & Ince, Ozgur S. & Kadlec, Gregory B., 2016. "Institutional investors and stock return anomalies," Journal of Financial Economics, Elsevier, vol. 119(3), pages 472-488.
  82. Jacobs, Heiko, 2016. "Market maturity and mispricing," Journal of Financial Economics, Elsevier, vol. 122(2), pages 270-287.
  83. Robert F. Stambaugh & Yu Yuan, 2017. "Mispricing Factors," The Review of Financial Studies, Society for Financial Studies, vol. 30(4), pages 1270-1315.
  84. Gray, Philip & Liao, Iris Siyu & Strydom, Maria, 2018. "The profitability of trading NOA and accruals: One effect or two?," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 211-224.
  85. Peress, Joël & Dong, Xi & KANG, NAMHO, 2020. "Fast and Slow Arbitrage: Fund Flows and Mispricing in the Frequency Domain," CEPR Discussion Papers 15235, C.E.P.R. Discussion Papers.
  86. Huang, Wei & Goodell, John W. & Zhang, Hong, 2019. "Pre-merger management in developing markets: The role of earnings glamor," International Review of Financial Analysis, Elsevier, vol. 65(C).
  87. Papanastasopoulos, Georgios & Thomakos, Dimitrios, 2017. "Managerial discretion, net operating assets and the cross-section of stock returns: Evidence from European countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 188-210.
  88. Dongcheol Kim & Byeung‐Joo Lee, 2023. "Shorting costs and profitability of long–short strategies," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(1), pages 277-316, March.
  89. repec:zbw:rwirep:0487 is not listed on IDEAS
  90. Zareei, Abalfazl, 2021. "Cross-momentum: Tracking idiosyncratic shocks," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 177-199.
  91. Wu, Xuan & Tian, Gaoliang & Li, Yueting & Zhou, Qing, 2019. "On the pricing of the persistence of earnings components in China," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 112-132.
  92. Doron Avramov & Si Cheng & Allaudeen Hameed, 2020. "Mutual Funds and Mispriced Stocks," Management Science, INFORMS, vol. 66(6), pages 2372-2395, June.
  93. Joachim Freyberger & Andreas Neuhierl & Michael Weber, 2020. "Dissecting Characteristics Nonparametrically," The Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 2326-2377.
  94. Francis, Bill & Hasan, Iftekhar & Li, Lingxiang, 2015. "Evidence for the existence of downward real earnings management," Research Discussion Papers 13/2015, Bank of Finland.
  95. Pingui Rao & Heng Yue & Xin Zhou, 2018. "Return predictability and the real option value of segments," Review of Accounting Studies, Springer, vol. 23(1), pages 167-199, March.
  96. Green, T. Clifton & Huang, Ruoyan & Wen, Quan & Zhou, Dexin, 2019. "Crowdsourced employer reviews and stock returns," Journal of Financial Economics, Elsevier, vol. 134(1), pages 236-251.
  97. Kaplanski, Guy, 2023. "The race to exploit anomalies and the cost of slow trading," Journal of Financial Markets, Elsevier, vol. 62(C).
  98. Konchitchki, Yaniv, 2011. "Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices," MPRA Paper 52928, University Library of Munich, Germany.
  99. Robert E. Houmes & Terrance R. Skantz, 2010. "Highly Valued Equity and Discretionary Accruals," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(1‐2), pages 60-92, January.
  100. Luyang Chen & Markus Pelger & Jason Zhu, 2024. "Deep Learning in Asset Pricing," Management Science, INFORMS, vol. 70(2), pages 714-750, February.
  101. Godsell, David & Huang, Kelly & Lao, Brent, 2023. "Managers’ rank & file employee coordination costs and real activities manipulation," Accounting, Organizations and Society, Elsevier, vol. 107(C).
  102. Kumari, Jyoti & Mahakud, Jitendra & Hiremath, Gourishankar S., 2017. "Determinants of idiosyncratic volatility: Evidence from the Indian stock market," Research in International Business and Finance, Elsevier, vol. 41(C), pages 172-184.
  103. Wang, Xue & Yan, Xuemin (Sterling) & Zheng, Lingling, 2020. "Shorting flows, public disclosure, and market efficiency," Journal of Financial Economics, Elsevier, vol. 135(1), pages 191-212.
  104. Xiaomeng Lu & Robert F. Stambaugh & Yu Yuan, 2017. "Anomalies Abroad: Beyond Data Mining," NBER Working Papers 23809, National Bureau of Economic Research, Inc.
  105. Anginer, Deniz & Ray, Sugata & Seyhun, H. Nejat & Xu, Luqi, 2024. "Expensive anomalies," Journal of Empirical Finance, Elsevier, vol. 75(C).
  106. Theodosia Konstantinidi & Arthur Kraft & Peter F. Pope, 2016. "Asymmetric Persistence and the Market Pricing of Accruals and Cash Flows," Abacus, Accounting Foundation, University of Sydney, vol. 52(1), pages 140-165, March.
  107. Olivier Ledoit & Michael Wolf & Zhao Zhao, 2016. "Efficient Sorting: A More Powerful Test for Cross-Sectional Anomalies," ECON - Working Papers 238, Department of Economics - University of Zurich, revised May 2018.
  108. Kothari, S.P. & Loutskina, E. & Nikolaev, V., 2006. "Agency Theory of Overvalued Equity as an Explanation for the Accrual Anomaly," Other publications TiSEM 3f380fcf-b0ca-4198-86f8-9, Tilburg University, School of Economics and Management.
  109. Kristoffer Pons Bertelsen, 2022. "The Prior Adaptive Group Lasso and the Factor Zoo," CREATES Research Papers 2022-05, Department of Economics and Business Economics, Aarhus University.
  110. Chakrabarty, Bidisha & Moulton, Pamela C., 2012. "Earnings announcements and attention constraints: The role of market design," Journal of Accounting and Economics, Elsevier, vol. 53(3), pages 612-634.
  111. Hannes Mohrschladt & Susanne Siedhoff, 2024. "The Valuation of Loss Firms: A Stock Market Perspective," Abacus, Accounting Foundation, University of Sydney, vol. 60(4), pages 752-776, December.
  112. Elaoud, Assawer & Jarboui, Anis, 2017. "Auditor specialization, accounting information quality and investment efficiency," Research in International Business and Finance, Elsevier, vol. 42(C), pages 616-629.
  113. Utz Weitzel & Gerhard Kling, 2018. "Sold Below Value? Why Takeover Offers Can Have Negative Premiums," Financial Management, Financial Management Association International, vol. 47(2), pages 421-450, June.
  114. Xialu Liu & John Guerard & Rong Chen & Ruey Tsay, 2024. "Improving Estimation of Portfolio Risk Using New Statistical Factors," Papers 2409.17182, arXiv.org.
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  116. Nguyet T. M. Nguyen & Abdullah Iqbal & Radha K. Shiwakoti, 2022. "The context of earnings management and its ability to predict future stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 59(1), pages 123-169, July.
  117. Beaver, William & McNichols, Maureen & Price, Richard, 2016. "The costs and benefits of long-short investing: A perspective on the market efficiency literature," Journal of Accounting Literature, Elsevier, vol. 37(C), pages 1-18.
  118. Chuan ‘Chewie’ Ang, Tze & Lam, F.Y. Eric C. & Ma, Tai & Wang, Shujing & Wei, K.C. John, 2019. "What is the real relationship between cash holdings and stock returns?," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 513-528.
  119. Kyungyeon (Rachel) Koh, 2020. "Revisiting the investment anomaly: Financing constraints or limits‐to‐arbitrage?," Review of Financial Economics, John Wiley & Sons, vol. 38(4), pages 655-673, October.
  120. John L. Abernathy & Brooke Beyer & Eric T. Rapley, 2014. "Earnings Management Constraints and Classification Shifting," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 41(5-6), pages 600-626, June.
  121. Cederburg, Scott & O’Doherty, Michael S. & Wang, Feifei & Yan, Xuemin (Sterling), 2020. "On the performance of volatility-managed portfolios," Journal of Financial Economics, Elsevier, vol. 138(1), pages 95-117.
  122. Chou, Pin-Huang & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2019. "Asset growth, style investing, and momentum," Journal of Banking & Finance, Elsevier, vol. 98(C), pages 108-124.
  123. Jin Ginger Wu & Lu Zhang & X. Frank Zhang, 2007. "Understanding the Accrual Anomaly," NBER Working Papers 13525, National Bureau of Economic Research, Inc.
  124. Weitzel, Utz & Kling, Gerhard, 2012. "Sold below value? Why some targets accept very low and even negative takeover premiums," MPRA Paper 42832, University Library of Munich, Germany.
  125. Elizabeth Gordon & Elaine Henry & Marietta Peytcheva & Lili Sun, 2013. "Discretionary disclosure and the market reaction to restatements," Review of Quantitative Finance and Accounting, Springer, vol. 41(1), pages 75-110, July.
  126. Youngsoo Kim & Jung Chul Park, 2022. "Presidential power and stock returns," Financial Management, Financial Management Association International, vol. 51(2), pages 455-499, June.
  127. Chen, Haiwei & Ngo, Thanh, 2018. "Master limited partnerships: Is it a smart investment vehicle?," Journal of Commodity Markets, Elsevier, vol. 11(C), pages 22-36.
  128. Lin, Mei-Chen & Wu, Chu-Hua & Chiang, Ming-Ti, 2014. "Investor attention and information diffusion from analyst coverage," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 235-246.
  129. S. P. Kothari & Charles Wasley, 2019. "Commemorating the 50‐Year Anniversary of Ball and Brown (1968): The Evolution of Capital Market Research over the Past 50 Years," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 57(5), pages 1117-1159, December.
  130. Doukakis, Leonidas C. & Papanastasopoulos, Georgios A., 2014. "The accrual anomaly in the U.K. stock market: Implications of growth and accounting distortions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 256-277.
  131. Andrew Y. Chen & Tom Zimmermann, 2022. "Open Source Cross-Sectional Asset Pricing," Critical Finance Review, now publishers, vol. 11(2), pages 207-264, May.
  132. Feng Dong, 0. "Noise-driven abnormal institutional investor attention," Journal of Asset Management, Palgrave Macmillan, vol. 0, pages 1-22.
  133. Li, Zhichuan & Minor, Dylan B. & Wang, Jun & Yu, Chong, 2019. "A learning curve of the market: Chasing alpha of socially responsible firms," Journal of Economic Dynamics and Control, Elsevier, vol. 109(C).
  134. Kwon, Kyung Yoon & Min, Byoung-Kyu & Sun, Chenfei, 2022. "Enhancing the profitability of lottery strategies," Journal of Empirical Finance, Elsevier, vol. 69(C), pages 166-184.
  135. Jacobs, Heiko, 2015. "What explains the dynamics of 100 anomalies?," Journal of Banking & Finance, Elsevier, vol. 57(C), pages 65-85.
  136. Mona A. ElBannan & Omar Farooq, 2019. "When are earnings informative?," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 12(3), pages 388-406, June.
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