Financial ratios and stock returns reappraised through a topological data analysis lens
Author:
Affiliation:
1. College of Science, Swansea University, Swansea, UK
2. Management School, University of Liverpool, Liverpool, UK
3. School of Management, Swansea University, Swansea, UK
Funder
Max-Planck-Gesellschaft
Polish Ministry of Science and Higher Education
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2021.2009892
Reference49 articles.
1. Graphs in Statistical Analysis
2. A Backtesting Protocol in the Era of Machine Learning
3. INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE-EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS
4. The relationship between earnings' yield, market value and return for NYSE common stocks
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