Accounting anomalies and fundamental analysis: A review of recent research advances

S Richardson, I Tuna, P Wysocki - Journal of Accounting and Economics, 2010 - Elsevier
We survey recent research in accounting anomalies and fundamental analysis. We use
forecasting of future earnings and returns as our organizing framework and suggest a …

The cross‐section of expected stock returns: what have we learnt from the past twenty‐five years of research?

A Subrahmanyam - European Financial Management, 2010 - Wiley Online Library
I review the recent literature on cross‐sectional predictors of stock returns. Predictive
variables used emanate from informal arguments, alternative tests of risk‐return models …

Does weak governance cause weak stock returns? An examination of firm operating performance and investors' expectations

JE Core, WR Guay, TO Rusticus - the Journal of Finance, 2006 - Wiley Online Library
ABSTRACT We investigate Gompers, Ishii, and Metrick's (2003) finding that firms with weak
shareholder rights exhibit significant stock market underperformance. If the relation between …

The financial analyst forecasting literature: A taxonomy with suggestions for further research

S Ramnath, S Rock, P Shane - International Journal of Forecasting, 2008 - Elsevier
This paper develops a taxonomy of research examining the role of financial analysts in
capital markets. The paper builds on the perspectives provided by Schipper [Schipper …

Financial analysts and their contribution to well-functioning capital markets

M Bradshaw, Y Ertimur, P O'Brien - Foundations and Trends® …, 2017 - nowpublishers.com
Well-functioning capital markets rely on a complex set of institutions and participants that
ensure capital is allocated to its best possible use, and that information flows between firms …

Value‐glamour and accruals mispricing: One anomaly or two?

H Desai, S Rajgopal… - The Accounting …, 2004 - publications.aaahq.org
We investigate whether the accruals anomaly is a manifestation of the glamour stock
phenomenon documented in the finance literature. Value (glamour) stocks, characterized by …

Separating winners from losers among lowbook-to-market stocks using financial statement analysis

PS Mohanram - Review of accounting studies, 2005 - Springer
This paper combines traditional fundamentals, such as earnings and cash flows, with
measures tailored for growth firms, such as earnings stability, growth stability and intensity of …

The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets

A Zaremba, R Kizys, P Tzouvanas, DY Aharon… - Journal of International …, 2021 - Elsevier
What determines a country's financial immunity to a global pandemic? To answer this
question, we investigate the behavior of 67 equity markets around the world during the …

Identifying expectation errors in value/glamour strategies: A fundamental analysis approach

JD Piotroski, EC So - The Review of Financial Studies, 2012 - academic.oup.com
It is well established that value stocks outperform glamour stocks, yet considerable debate
exists about whether the return differential reflects compensation for risk or mispricing …

Stakeholder relations and stock returns: On errors in investors' expectations and learning

A Borgers, J Derwall, K Koedijk, J Ter Horst - Journal of Empirical Finance, 2013 - Elsevier
A significant number of institutional investors publicly state the belief that corporate
stakeholder relations are associated with firm value in a manner that the financial market …