search query: @indexterm CAPITAL MARKETS / total: 931
reference: 164 / 931
Author: | Piotroski, J.D. |
Title: | Value investing: the use of historical financial statement information to separate winners from losers |
Journal: | Journal of Accounting Research
2000 : VOL. 38: SUPPLEMENT, p. 1-51 |
Index terms: | CAPITAL MARKETS FINANCIAL STATEMENTS MARKET EFFICIENCY |
Language: | eng |
Abstract: | This paper examines whether a simple accounting-based fundamental analysis strategy, when applied to a broad portfolio of high book-to-market firms, can shift the distribution of returns earned by an investor. |
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