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Dividend yields and stock returns : implications of abnormal January returns
Keim, Donald B. - In: Journal of financial economics 14 (1985) 3, pp. 473-489
Persistent link: https://www.econbiz.de/10001009723
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Dividend yields and the January effect : more abnormal returns concentrated in January
Keim, Donald B. - In: The journal of portfolio management : a publication of … 12 (1986) 2, pp. 54-60
Persistent link: https://www.econbiz.de/10001114291
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The cost of trend chasing and the illusion of momentum profits
Keim, Donald B. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024109
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Changes in expected security returns, risk, and the level of interest rates
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1191-1217
Persistent link: https://www.econbiz.de/10001080362
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Canadian security market anomalies
Athanassakos, George; Foerster, Stephen Robert - In: Security market imperfections in worldwide equity markets, (pp. 297-336). 2000
Persistent link: https://www.econbiz.de/10001506429
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The effects of market segmentation and investor recognition on asset prices : evidence from foreign stocks listing in the United States
Foerster, Stephen Robert; Karolyi, G. Andrew - In: The journal of finance : the journal of the American … 54 (1999) 3, pp. 981-1013
Persistent link: https://www.econbiz.de/10001395680
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The effects of market segmentation and investor recognition on asset prices : evidence from foreign stocks listing in the US
Foerster, Stephen Robert; Karolyi, G. Andrew - 1998
Persistent link: https://www.econbiz.de/10000996618
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The transmission of US election cycles to international stock returns
Foerster, Stephen Robert - In: Journal of international business studies : JIBS ; an … 28 (1997) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10001221301
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Are cash flows better stock return predictors than profits?
Foerster, Stephen Robert; Tsagarelis, John; Wang, Grant - In: Financial analysts' journal : FAJ 73 (2017) 1, pp. 73-99
Persistent link: https://www.econbiz.de/10011878885
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Are Cash Flows Better Stock Return Predictors than Profits?
Foerster, Stephen Robert - 2017
Although various income statement–based measures predict the cross section of stock returns, direct method cash flow measures have even stronger predictive power. We transform indirect method cash flow statements into disaggregated and more direct estimates of cash flows from operations and...
Persistent link: https://www.econbiz.de/10012972956