Walkshäusl, Christian - In: Journal of Asset Management 21 (2020) 2, pp. 106-118
Almost 20 years after its publication, Piotroski’s (J Account Res 38:1–41, 2000) FSCORE, the composite measure of the firm’s fundamental strength remains a strong predictor of subsequent stock returns and future profitability in international markets over the 2000–2018 period. Across...