Mohanram, Partha; Saiy, Sasan; Vyas, Dushyantkumar - 2017
This study investigates the efficacy of a fundamental analysis-based approach to screen U.S. bank stocks. We construct an index (BSCORE) based on fourteen bank–specific valuation signal. We document a positive association between BSCORE and future profitability changes, as well as current and...