Sunday, August 31, 2008

Research Paper: Fundamental Analysis

Value Investing: The use of Historical Financial Statement Information to separate winners from Lossers

The Anatomy of a Stock Market Winner

Contextual Fundamental Analysis through the Prediction of Extreme Returns


Abarbanell, J. and B. Bushee. “Fundamental Analysis, Future earnings and Stock Prices.”
Journal of Accounting Research


Abarbanell, J. and B. Bushee. “Abnormal Returns to a Fundamental Analysis Strategy.”

The Interaction of Value and Momentum Strategies.


Detecting Long-run Abnormal Stock Returns: The empirical power
and specification of test statistics


Accounting Based Valuation Methods, Determinants of Market-to-book Ratios and
Implications for Financial Statement Analysis

Price Momentum and Trading Volume

And much more ........



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1 comment:

Unknown said...

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