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Earnings smoothing, momentum and statistical arbitrage : global evidence

Booth, G. Geoffrey; Gurun, Ayfer - In: Business and Economic Research : BER 5 (2015) 2, pp. 48-65

Persistent link: https://www.econbiz.de/10011347513

Revisiting the earnings-price effect : the importance of future earnings

Chen, Li-Wen; Yu, Hsin-Yi; Huang, Hsu-Huei - In: Finance research letters 13 (2015), pp. 90-96

Persistent link: https://www.econbiz.de/10011552412

Earnings smoothing, momentum and statistical arbitrage : global evidence

Booth, G. Geoffrey; Gurun, Ayfer - In: Inventi impact: international trade (2015) 4, pp. 249-266

Persistent link: https://www.econbiz.de/10011456077

The 52-week high, momentum, and predicting mutual fund returns

Sapp, Travis R. A. - In: Review of quantitative finance and accounting 37 (2011) 2, pp. 149-179

Persistent link: https://www.econbiz.de/10009271479

International Diversification, SFAS 131, and Post-Earnings Announcement Drift

Kang, Tony - 2017

Using 1990 through 2013 data of U.S. firms with foreign operations, we show that (1) the serial correlation of analyst forecast errors increases to the degree that firms diversify internationally, (2) post-earnings-announcement drift (PEAD) based on analyst forecast errors increases to the...

Persistent link: https://www.econbiz.de/10012968824

The profitability of trading strategies based on historical prices and risk : evidence from Thailand

Surachai Chancharat; Parichat Sinlapates - In: International journal of monetary economics and finance … 14 (2021) 4, pp. 323-331

Persistent link: https://www.econbiz.de/10012613341

Contrarian profits of the firm-specific component on stock returns

Chae, Joon; Kim, Ryumi - In: Pacific-Basin finance journal 61 (2020), pp. 1-23

Persistent link: https://www.econbiz.de/10012494878

Momentum profits, market cycles, and rebounds : evidence from Germany

Bohl, Martin T.; Czaja, Marc-Gregor; Kaufmann, Philipp - In: The quarterly review of economics and finance : journal … 61 (2016), pp. 139-159

Persistent link: https://www.econbiz.de/10011627527

Macroeconomic announcements and stock returns in US portfolios formed on operating profitability and investement

Alexiou, Constantinos; Vogiazas, Sofoklis; Taqvi, Abid - In: Investment management and financial innovations 15 (2018) 1, pp. 68-89

Persistent link: https://www.econbiz.de/10012001322

Evaluating the information content of earnings forecasts

Ashton, David; Trinh, Chau Ruby - In: Accounting and business research : a research quarterly … 48 (2018) 6, pp. 674-699

Persistent link: https://www.econbiz.de/10011892238

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