Estimating the cost of capital implied by market prices and accounting data
P Easton - Foundations and Trends® in accounting, 2009 - nowpublishers.com
Abstract Estimating the Cost of Capital Implied by Market Prices and Accounting Data
focuses on estimating the expected rate of return implied by market prices, summary …
focuses on estimating the expected rate of return implied by market prices, summary …
Earnings surprise research: Synthesis and perspectives
LD Brown - Financial Analysts Journal, 1997 - Taylor & Francis
An investigation of the relation between earnings surprise and three empirical anomalies—
the P/E effect, the size effect, and the Value Line enigma—indicates that the standardized …
the P/E effect, the size effect, and the Value Line enigma—indicates that the standardized …
A link mining algorithm for earnings forecast and trading
G Creamer, S Stolfo - Data mining and knowledge discovery, 2009 - Springer
The objective of this paper is to present and discuss a link mining algorithm called
CorpInterlock and its application to the financial domain. This algorithm selects the largest …
CorpInterlock and its application to the financial domain. This algorithm selects the largest …
Alpha's tale: The economic value of CSR
GA Huppé - Principles for Responsible Investment Academic …, 2011 - papers.ssrn.com
Numerous studies report empirical evidence that trading strategies based on CSR
information–often going 'long'the CSR 'leaders', and 'short the 'laggards'–produced risk …
information–often going 'long'the CSR 'leaders', and 'short the 'laggards'–produced risk …
Using boosting for automated planning and trading systems
G Creamer - 2007 - academiccommons.columbia.edu
Results: This dissertation offers a novel approach to using boosting as a predictive and
interpretative tool for problems in finance. Even more, we demonstrate how boosting can …
interpretative tool for problems in finance. Even more, we demonstrate how boosting can …
Can ESP yield abnormal returns?
LD Brown - Journalof Portfolio Management, 1997 - papers.ssrn.com
Foreknowledge of earnings surprises is more valuable than trading on known earnings
surprises. Earnings surprises are predictable to a considerable extent. I evaluate the …
surprises. Earnings surprises are predictable to a considerable extent. I evaluate the …
Reflections on 25 years of behavioral finance
BR Bruce - The Journal of Investing, 2017 - pm-research.com
In finance, academic research on behavior started in the 1980s. The use of behavioral
finance concepts in institutional investing took hold in the 1990s. Behavioral concepts …
finance concepts in institutional investing took hold in the 1990s. Behavioral concepts …
Thriving Amid the Ravages of Creative Destruction in the Investment Management Industry
DJ Peters - The Journal of Investing, 2022 - pm-research.com
Investment management is a wonderful and rewarding career. A portfolio manager works to
help clients fulfill their financial objectives. However, the business becomes tougher every …
help clients fulfill their financial objectives. However, the business becomes tougher every …
Portfolio Investment: ESP Trading Strategy in Hong Kong and in Singapore
K Mak, Y Cheung, CKC Ng - Journal of Transnational Management …, 2004 - Taylor & Francis
This study evaluates the performance of an ESP (Earnings Surprise Predictor) trading model
in the stock markets of Hong Kong and Singapore during the decade ending year 2000 …
in the stock markets of Hong Kong and Singapore during the decade ending year 2000 …
[PDF][PDF] A link mining algorithm for earnings forecast using boosting
G Creamer, S Stolfo - Proceedings of the link analysis: dynamics …, 2006 - researchgate.net
The objective of this paper is to present and discuss the results of a link mining algorithm
called CorpInterlock that integrates the metrics of an extended corporate interlock (social …
called CorpInterlock that integrates the metrics of an extended corporate interlock (social …