The disappearing abnormal returns to a fundamental signal strategy

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)406-424
Number of pages19
JournalManagerial Finance
Volume43
Issue number4
DOIs
StatePublished - 2017

ASJC Scopus Subject Areas

  • Business, Management and Accounting (miscellaneous)
  • Finance

Keywords

  • Fundamental analysis
  • Market efficiency
  • Return anomalies
  • Value relevance

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