The disappearing abnormal returns to a fundamental signal strategy
Year of publication: |
2017
|
---|---|
Authors: | Dorey, John ; Kim, Sangwan ; Shin, Yong-Chul |
Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 43.2017, 4, p. 406-424
|
Subject: | Value relevance | Market efficiency | Fundamental analysis | Return anomalies | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Signalling | Finanzanalyse | Financial analysis |
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