Case Study of Magic Formula Based on Value Investment in Chinese A-shares Market
Author:
Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-030-02116-0_22
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5. Doukas, J.A., Kim, C.F., Pantzalis, C.: A test of the error-expectations explanation of the value/glamour stock returns performance: evidence from analysts’ forecasts. J. Financ. 57(5), 2143–2166 (2002)
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