FINANCIAL STATEMENT ANALYSIS AND THE PREDICTION OF STOCK RETURNS

被引:356
|
作者
OU, JA [1 ]
PENMAN, SH [1 ]
机构
[1] UNIV CALIF BERKELEY, BERKELEY, CA 94720 USA
来源
JOURNAL OF ACCOUNTING & ECONOMICS | 1989年 / 11卷 / 04期
关键词
D O I
10.1016/0165-4101(89)90017-7
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:295 / 329
页数:35
相关论文
共 50 条
  • [1] THE PREDICTION OF STOCK RETURNS USING FINANCIAL STATEMENT INFORMATION
    HOLTHAUSEN, RW
    LARCKER, DF
    JOURNAL OF ACCOUNTING & ECONOMICS, 1992, 15 (2-3): : 373 - 411
  • [2] A Structured Financial Statement Analysis and the Direct Prediction of Stock Prices in Korea
    Hay Y. Chung
    Jeong-Bon Kim
    Asia-Pacific Financial Markets, 2001, 8 (2) : 87 - 117
  • [3] Financial Statement Analysis and the Prediction of Financial Distress
    Watts, Susan G.
    ACCOUNTING REVIEW, 2012, 87 (04): : 1445 - 1447
  • [4] The Usefulness of Financial Statement Information in Predicting Stock Returns: New Zealand Evidence
    Goslin, Jonathan
    Chai, Daniel
    Gunasekarage, Abeyratna
    AUSTRALASIAN ACCOUNTING BUSINESS AND FINANCE JOURNAL, 2012, 6 (02)
  • [5] Financial constraints and stock returns
    Lamont, O
    Polk, C
    Saá-Requejo, J
    REVIEW OF FINANCIAL STUDIES, 2001, 14 (02): : 529 - 554
  • [6] Financial constraints, stock liquidity, and stock returns
    Li, Xiafei
    Luo, Di
    JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, 2019, 63
  • [7] Financial development and stock returns: A cross-country analysis
    Dellas, H
    Hess, M
    JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 2005, 24 (06) : 891 - 912
  • [8] Income statement leverage and expected stock returns
    Akron, Sagi
    Taussig, Roi D.
    FINANCE RESEARCH LETTERS, 2022, 47
  • [9] Dissecting stock price momentum using financial statement analysis
    Ahmed, Anwer S.
    Safdar, Irfan
    ACCOUNTING AND FINANCE, 2018, 58 : 3 - 43
  • [10] CAUSALITY BETWEEN FINANCIAL RETURNS AND THE BRAZILIAN STOCK MARKET RETURNS
    Deorce, Raquel Berger
    Carrasco Gutierrez, Carlos Enrique
    Reis, Anderson de Oliveira
    de Castro, Elizangela Lourdes
    REVISTA AMBIENTE CONTABIL, 2018, 10 (01): : 1 - 20