Financial anomalies have been studied in the United States. Recent evidence suggests that
financial anomalies have diminished in the United States and possibly in non-US portfolios. …

There is a rich body of literature describing the association of earnings forecasting models
with stock returns. We use an earnings forecasting model that employs the forecasted …

In this paper, we explore the ex-post attributes of 120 simulated portfolios across the US,
International, and Emerging Markets. We estimate expected returns using a given global stock …

Financial anomalies have been studied in the US Recent evidence suggests that financial
anomalies have diminished in the US and possibly in non-US portfolios. Have the anomalies …

… Bijan Beheshti is Senior Vice President, Global Director at FactSet Research Systems, where
he is responsible for the … Beheshti’s research has been published in the Journal of Portfolio …

The early 1990s was a period of expanding interest in Japanese financial research. In 1993,
John Mulvey co-edited a Special Issue, entitled “Financial Engineering”, in the Annals of …

This article addresses stock selection modeling and portfolio selection and implementation
in EMs. The authors view EM investing as a special case of global investing, demonstrating …

Sir Davis Hendry is soon celebrating his 80th birthday! Why should Wall Street researchers
care about Sir David Hendry? What should be a role for macroeconomic forecasting on …

There is a rich literature describing the association of earnings forecasting models and
stock returns. We use an earnings forecasting model that employs forecasted earnings yield, …

Financial anomalies have been studied in the US and recent evidence suggests that they
have diminished in the US and possibly in non-US portfolios. Have the anomalies changed …