Profitability, investment and average returns

Author:

Fama Eugene F.,French Kenneth R.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference35 articles.

1. Tests of analysts’ overreaction/underreaction to earnings information as an explanation for anomalous stock price behavior;Abarbanell;Journal of Finance,1992

2. Abnormal returns to a fundamental analysis strategy;Abarbanell;Accounting Review,1998

3. Further evidence on analyst and investor mis-weighting of prior period cash flows and accruals. Unpublished working paper;Ahmed,2003

4. Analysts’ use of information about permanent and transitory earnings components in forecasting annual EPS;Ali;Accounting Review,1992

5. The dividend-price ratio and expectations for future dividends and discount factors;Campbell;Review of Financial Studies,1988

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