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Value Investing: The Use of Historical Financial Statement Information to...

Discussion: In the academic literature, the highest book-to-market portfolio (value portfolio) has created controversy. On one hand, efficient market theorists believe the "value portfolio" outperforms...

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The Asset Growth Effect in Stock Returns

ContentsThe Asset Growth Effect in Stock Returns The Asset Growth Effect in Stock Returns Michael Cooper, Huseyin Gulen, and Michael Schill A version of the paper  can be found here. A published, more...

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Dual-Class Shares: A First-Class Strategy

ContentsMispricing of Dual-Class Shares: Profit Opportunities, Arbitrage, and TradingData Source: Capital IQ. Mispricing of Dual-Class Shares: Profit Opportunities, Arbitrage, and Trading Paul H....

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Asset Growth Across Countries

A new working paper investigates the asset growth anomaly across multiple countries and finds that the effect is fairly robust. Here is the link to the document:...

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Satisfying Employees: A Satisfying Investment Strategy?

Does the Stock Market Fully Value Intangibles? Employee Satisfaction and Equity Prices. Alex Edmans A version of the paper  can be found here. Related research reports from UBS can be found here and...

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Goodwill Gone Bad

Has Goodwill Accounting Gone Bad? Kevin Li and Richard Sloan A version of the paper  can be found here. Live implementation data can be found at Empirical Finance Data™ (Expected Q2 2011) Abstract:...

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Technical Analysis may actually work!

Note: This is a guest post by Tom Cleveland, market analyst for Forex Traders, exclusively for the Empirical Finance Blog™ A New Anomaly: The Cross-Sectional Profitability of Technical Analysis Yufeng...

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The Ultimate Short Book.

Identifying Overvalued Equity Messod Beneish and Craig Nichols A version of the paper  can be found here. Live implementation data can be found at Empirical Finance Data™ (Expected Q2 2011) Abstract:...

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Juicing up the Accrual Anomaly

Percent Accruals Nader Hafzalla, Russell Lundholm, and Matt Van Winkle A version of the paper  can be found here. Live implementation data can be found at Empirical Finance Data™ (Expected Q2 2011)...

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Stop Using the Altman-Z Score.

Predicting Financial Distress and the Performance of Distressed Stocks John Y. Campbell, Jens Hilscher, and Jan Szilagyi A version of the paper  can be found here. Live implementation data can be found...

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