Jais, Mohamad; Jakpar, Shaharudin; Doris, Tan Kia Puai; … - In: International Journal of Managerial and Financial Accounting 4 (2012) 4, pp. 377-401
This paper examines whether a simple fundamental analysis strategy based on historical accounting information can predict stock returns. Construction and material sector are chosen in this study. Five common stock return predictor used in this study are price earning (PE), return of equity...
