Separating Winners from Losers among LowBook-to-Market Stocks using Financial Statement Analysis

Partha S. Mohanram1
1Columbia Business School, New York

Tóm tắt

Từ khóa


Tài liệu tham khảo

J. Abarbanell, 1997, Journal of Accounting Research, 35, 1, 10.2307/2491464

A. Ali, 2003, Journal of Financial Economics, 69, 355, 10.1016/S0304-405X(03)00116-8

M. Barth, 1999, Journal of Accounting Research, 37, 387, 10.2307/2491414

E. Bartov, 2004, Review of Quantitative Finance and Accounting, 23, 353, 10.1023/B:REQU.0000049321.34133.95

E. Bartov, 2002, Journal of Accounting Research, 40, 321, 10.1111/1475-679X.00050

M.D. Beneish, 2001, Review of Accounting Studies, 6, 165, 10.1023/A:1011654624255

V Bernard, 1995, Contemporary Accounting Research, 11, 733, 10.1111/j.1911-3846.1995.tb00463.x

V. Bernard, 1989, Journal of Accounting Research, 27, 1, 10.2307/2491062

L. Chan, 1996, Journal of Finance, 51, 1681, 10.1111/j.1540-6261.1996.tb05222.x

L. Chan, 2001, Journal of Finance, 56, 2431, 10.1111/0022-1082.00411

Damodaran, A. (2001). The Dark Side of Valuation. Prentice Hall, p. 150

P. Dechow, 1997, Journal of Financial Economics, 43, 3, 10.1016/S0304-405X(96)00887-2

H. Desai, 2004, The Accounting Review, 79, 355, 10.2308/accr.2004.79.2.355

J.A. Doukas, 2002, Journal of Finance, 57, 2143, 10.1111/1540-6261.00491

E. Fama, 1992, Journal of Finance, 47, 427, 10.1111/j.1540-6261.1992.tb04398.x

L. Field, 2001, Journal of Finance, 56, 471, 10.1111/0022-1082.00334

C. Geczy, 2002, Journal of Financial Economics, 66, 241, 10.1016/S0304-405X(02)00225-8

D. Gode, 2003, Review of Accounting Studies, 8, 399, 10.1023/A:1027378728141

J. Griffin, 2002, Journal of Finance, 57, 2317, 10.1111/1540-6261.00497

Huberts, L. and R. Fuller. (1995). “Predictability Bias in the U.S. Equity Market.” Financial Analysts Journal March-April, 12–28

J. Lakonishok, 1994, Journal of Finance, 44, 1541, 10.1111/j.1540-6261.1994.tb04772.x

R La Porta, 1996, Journal of Finance, 51, 1715, 10.1111/j.1540-6261.1996.tb05223.x

R. La Porta, 1997, Journal of Finance, 52, 859, 10.1111/j.1540-6261.1997.tb04825.x

B. Lev, 1993, Journal of Accounting Research, 31, 190, 10.2307/2491270

B. Lev, 1996, Journal of Accounting and Economics, 21, 107, 10.1016/0165-4101(95)00410-6

S. Mayhew, 2004, Journal of Finance, 59, 447, 10.1111/j.1540-6261.2004.00638.x

Ohlson, J. and B. Juettner-Nauroth B. (2005). “Expected EPS and EPS Growth as Determinants of Value.” Review of Accounting Studies 10, This Issue

J. Ou, 1989, Journal of Accounting Research, 27, 111, 10.2307/2491068

S. Penman, 2002, The Accounting Review, 77, 237, 10.2308/accr.2002.77.2.237

J Piotroski, 2000, Journal of Accounting Research, 38, 1, 10.2307/2672906

S. Rajgopal, 2003, Review of Accounting Studies, 8, 461, 10.1023/A:1027364031775

Richardson, J., R. Sloan, M. Soliman and I. Tuna (2004). “Accrual Reliability, Earnings Persistence and Stock Prices.” Working paper, University of Pennsylvania/ University of Michigan

T Shumway, 1997, Journal of Finance, 52, 327, 10.1111/j.1540-6261.1997.tb03818.x

D. Skinner, 2002, Review of Accounting Studies, 7, 289, 10.1023/A:1020294523516

R. Sloan, 1996, The Accounting Review, 71, 289

Soliman, M. (2004). “Using Industry-Adjusted Dupont Analysis to Predict Future Profitability.” Working paper, Stanford University

B. Trueman, 2000, Journal of Accounting Research, 38, 137, 10.2307/2672912

M. Vassalou, 2004, Journal of Finance, 59, 831, 10.1111/j.1540-6261.2004.00650.x