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Using book-to-market ratio, accounting strength, and momentum to construct a value investing strategy : the case of Spain

Forner, Carlos; Vázquez Veira, Pablo J. - In: Spanish journal of finance & accounting : the official … 48 (2019) 1, pp. 21-49

Persistent link: https://www.econbiz.de/10012176412

Explaining the statistical features of the Spanish stock market from the bottom-up

Pascual, José A.; Pajares Gutiérrez, Javier; … - In: Advances in artificial economics : the economy as a …, (pp. 283-294). 2006

Persistent link: https://www.econbiz.de/10003481691

Animal spirits in the euro area sovereign CDS market

Blommestein, Hans J.; Eijffinger, Sylvester C. W.; … - 2012

Persistent link: https://www.econbiz.de/10009621898

Post-earnings announcement drift in Spain and behavioural finance models

Forner, Carlos; Sanabria, Sonia - In: European accounting review 19 (2010) 4, pp. 775-815

Persistent link: https://www.econbiz.de/10008759240

Intraday patterns and trading strategies in the Spanish stock market

Miralles-Quirós, José Luis; Miralles-Quirós, María … - In: Applied economics 47 (2015) 1/3, pp. 88-99

Persistent link: https://www.econbiz.de/10010463950

Post-Earnings Announcement Drift in Spain and Behavioural Finance Models

Forner, Carlos - 2009

Our study examines whether behavioural theories can explain post-earnings announcement drift (i.e., earnings momentum) in the Spanish market. In particular, we test models proposed by Daniel, Hirshleifer, and Subrahmanyan (1998), Hong and Stein (1999), and Barberis, Shleifer, and Vishny (1998)....

Persistent link: https://www.econbiz.de/10013155150