Index
Abarbanell, J.
Abnormal returns
Abraham, A.
Academic stock scoring systems for value and growth
Accrual anomaly
about
decline of
definition of accruals
practical implications
Sloan (1996), extensions of
Sloan (1996), simplified
strongest
what are accruals
worldwide
Accrual anomaly, alternative explanations for
growth-based explanations
research design issues
risk-based explanations
summary
Accrual component of earnings
Accruals
broader definition of
case study
defined
described
discretionary components
intermediaries use of information in
measurement
Affleck-Graves, J.
Agrawal, Anup
Ali, A.
Allen, E.
Alpha
Alternative value indicators
Altman, E.
Altman Z-score
Analysis bias
Analyst downgrades
Analyst recommendation and earnings forecast anomaly
determinants of forecast revisions
earnings forecast revisions
international evidence
investment performance of forecast revisions
investment recommendations
recommendation strategies
research analyst role
Analyst tips
Anderson, C.
Anomalies
described
documentation of
identificaton of
weighing the evidence
Anomalies, basics of
post-earnings announcement drift evidence
post-earnings announcement drift measurement
Anomalies, consideration of
number of stocks in a quant portfolio
reading and understanding the anomaly literature
Anomalies, explanation of
anomaly, realness of
behavioral finance and limits to arbitrage
rational structural uncertainty
Anomalies, realness of
data-snooping
risk mismeasurement
statistical reliability
Anomalies ...
