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Discussion of "How well do investors understand loss persistence?"

Resutek, Robert J. - In: Review of accounting studies 16 (2011) 3, pp. 668-678

Persistent link: https://www.econbiz.de/10009300505

The time-series relations among expected return, risk, and book-to-market

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Momentum and autocorrelation in stock returns

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Discussion of "The Internet downturn : Finding valuation factors in Spring 2000"

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Predicting returns with financial ratios

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Discussion of "How well do investors understand loss persistence?" [by Kevin K. Li]

Resutek, Robert J. - 2011 - Rev.

Li (2011) proposes a quarterly earnings prediction model for loss generating firms, shows that it produces better specified future earnings estimates relative to naïve quarterly forecast models, and that it can be used to form a trading strategy that produces economically significant annual...

Persistent link: https://www.econbiz.de/10009269470