The disappearing abnormal returns to a fundamental signal strategy
John Dorey, Sangwan Kim and Yong-Chul Shin
| Year of publication: |
2017
|
|---|---|
| Authors: | Dorey, John ; Kim, Sangwan ; Shin, Yong-Chul |
| Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 43.2017, 4, p. 406-424
|
| Subject: | Value relevance | Market efficiency | Fundamental analysis | Return anomalies | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis | Finanzanalyse | Financial analysis | Signalling | Börsenkurs | Share price | Aktienmarkt | Stock market | Ankündigungseffekt | Announcement effect | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/MF-05-2016-0142 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704533