Confirming or conflicting sales and earnings signals

Journal of Portfolio Management

Volumn 28, Issue 4, 2002, Pages

  Ertimur, Yonca ^a   Livnat, Joshua ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036614844     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2002.319853     Document Type: Article

References (27)

1. The first shah be last: Size and value strategy premia at the London stock exchange
2. Individual-firm style loadings, unrecorded economic assets and systematic risk
3. The investment performance of common stocks in relation to their price-earnings ratios: A test of the efficient market hypothesis
4. Investor expectations and the performance of value stocks versus growth stocks - Why value stocks outperform growth stocks
5. Fundamentals and stock returns in Japan
6. Value, size and portfolio efficiency
7. Characteristics or covariances
8. The cross-section of realized stock returns: The pre-compustat evidence
9. Characteristics, covariances and average returns
10. Does the stock market overreact?
11. Further evidence on investor overreaction and stock market seasonality
12. The cross-section of expected stock returns
13. Multifactor explanation of asset pricing anomalies
14. Size and book-to-market factors in earnings and returns
15. Value versus growth: The international evidence
16. Free cash flow: Small cap anomaly
17. A free cash flow investment anomaly
18. The incremental information content of interim expenses over interim sales
19. Earnings yields, market values, and stock returns
20. Dividend yields and stock returns: Implications of abnormal January returns
21. Good news for value stocks: Further evidence on market efficiency
22. Contrarian investment, extrapolation, and risk
23. E/P ratios Vs. changes in earnings
24. Persuasive view of market inefficiency