Discussion of "How well do investors understand loss persistence?" [by Kevin K. Li]

Robert Resutek

Li (2011) proposes a quarterly earnings prediction model for loss generating firms, shows that it produces better specified future earnings estimates relative to naïve quarterly forecast models, and that it can be used to form a trading strategy that produces economically significant annual hedge returns. I discuss alternative perspectives on Li's empirical results and suggest directions for future research

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Year of publication:	2011 ; Rev.
Authors:	Resutek, Robert J.
Other Persons:	Li, Kevin K. (reviewed)
Publisher:	Hanover, NH : Tuck School of Business at Dartmouth
Subject:	Anlegerschutz \| Investor protection \| Verlust \| Loss \| Gewinnermittlung \| Profit determination \| USA \| United States \| 1984-2006

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Extent:	Online-Ressource (PDF-Datei: [15] S., 693,72 KB)
Series:	Tuck School of Business working paper / Tuck School of Business at Dartmouth. - Hanover, NH, ZDB-ID 2452634-4. - Vol. 2011-98
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Notes:	Systemvoraussetzungen: Acrobat Reader
Classification:	G24 - Investment Banking; Venture Capital; Brokerage ; G29 - Financial Institutions and Services. Other ; M41 - Accounting
Source:	ECONIS - Online Catalogue of the ZBW

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