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Testing predictability of stock returns under possible bubbles

Yang, Bingduo; Long, Wei; Yang, Zihui - In: Journal of empirical finance 68 (2022), pp. 246-260

Persistent link: https://www.econbiz.de/10013464495

Information environment, market-wide sentiment and IPO initial returns : evidence from analyst forecasts before listing

Zhu, Hongjun; Zhang, Cheng; Li, He; Chen, Shimin - In: China journal of accounting research : CJAR 8 (2015) 3, pp. 193-211

Measuring the information environment of firms using analyst (price) forecast bias and forecast dispersion before listing, we empirically examine the interactive influence of the information environment and market-wide sentiment on the initial returns of initial public offerings (IPOs). We find...

Persistent link: https://www.econbiz.de/10011844492

Fundamental strenght and short-term return reversal

Zhu, Zhaobo; Sun, Licheng; Chen, Min - In: Journal of empirical finance 52 (2019), pp. 22-39

Persistent link: https://www.econbiz.de/10012170608

Limited investor attention, relative fundamental strength, and the cross-section of stock returns

Zhu, Zhaobo; Sun, Licheng; Yung, Kenneth K.; Chen, Min - In: The British accounting review : the journal of the … 52 (2020) 4, pp. 1-23

Persistent link: https://www.econbiz.de/10012286079

The market reaction to analyst stock recommendation and earnings forecast consistency : international evidence

Bar-Niv, Ran; Chen, Min - In: Journal of international accounting auditing & taxation 39 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012299730

Fundamental Strength and Short-Term Return Reversal

Zhu, Zhaobo - 2019

We document that the fundamental strength (FSCORE) of a firm exerts a significant influence on the performance of short-term reversal strategies. Past losers with strong fundamentals significantly outperform past winners with weak fundamentals. Our FSCORE approach is complementary to Da et al....

Persistent link: https://www.econbiz.de/10012900314