THE ROBUSTNESS OF ABNORMAL RETURNS FROM THE EARNINGS YIELD CONTRARIAN INVESTMENT STRATEGY
Author:
Affiliation:
1. San Diego State University
2. Georgia State University
Publisher
Wiley
Subject
Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.2001.tb00776.x/fullpdf
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3. The relationship between earnings' yield, market value, and return;Basu;Journal of Financial Economics,1983
4. Investor expectation and the performance of value stocks versus growth stocks;Bauman;Journal of Portfolio Management,1997
5. Measuring abnormal performance: Do stocks overreact?;Chopra;Journal of Financial Economics,1992
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