FINANCIAL STATEMENT ANALYSIS AND THE PREDICTION OF STOCK RETURNS

被引：366

作者：

OU, JA ^{[1
]}

PENMAN, SH ^{[1
]}

机构：

[1] UNIV CALIF BERKELEY, BERKELEY, CA 94720 USA

来源：

JOURNAL OF ACCOUNTING & ECONOMICS | 1989年 / 11卷 / 04期

关键词：

D O I：

10.1016/0165-4101(89)90017-7

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：295 / 329

页数：35

共 26 条

[1] ANOMALIES IN RELATIONSHIPS BETWEEN SECURITIES YIELDS AND YIELD-SURROGATES [J].

BALL, R .

JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (2-3) :103-126

[2] EMPIRICAL EVALUATION OF ACCOUNTING INCOME NUMBERS [J].

BALL, R ;

BROWN, P .

JOURNAL OF ACCOUNTING RESEARCH, 1968, 6 (02) :159-178

[3]

BALL R, 1988, UNPUB EC RELATION EA

[4] THE RELATIONSHIP BETWEEN EARNINGS YIELD, MARKET VALUE AND RETURN FOR NYSE COMMON-STOCKS - FURTHER EVIDENCE [J].

BASU, S .

JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (01) :129-156

[5]

BEAVER W, 1970, ACCOUNT REV, V45, P654

[6]

BEAVER WH, 1978, FINANCIAL ANAL J JUL, P65

[7]

BERNARD VL, 1989, IN PRESS J ACCOUNTIN

[8] BIASES IN COMPUTED RETURNS - AN APPLICATION TO THE SIZE EFFECT [J].

BLUME, ME ;

STAMBAUGH, RF .

JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (03) :387-404

[9] DOES THE STOCK-MARKET OVERREACT [J].

DEBONDT, WFM ;

THALER, R .

JOURNAL OF FINANCE, 1985, 40 (03) :793-805

[10] FURTHER EVIDENCE ON INVESTOR OVERREACTION AND STOCK-MARKET SEASONALITY [J].

DEBONDT, WFM ;

THALER, RH .

JOURNAL OF FINANCE, 1987, 42 (03) :557-581

← 1 2 3 →