Fundamental Signals, Future Earnings, and Abnormal Returns

dc.contributor.advisorCatherine Schrand
dc.contributor.authorPompetzki, Alexander F.
dc.date2023-05-17T23:04:09.000
dc.date.accessioned2023-05-22T23:10:53Z
dc.date.available2023-05-22T23:10:53Z
dc.date.issued2019-05-01
dc.date.submitted2019-11-13T08:56:04-08:00
dc.description.abstractIn this paper, I investigate how fundamental signals derived from the financial statements predict changes in future EPS and abnormal stock returns in the short and long term. My approach uses methodology consistent with Abarbanell & Bushee [1997 & 1998], updated with more recent data.
dc.identifier.urihttps://repository.upenn.edu/handle/20.500.14332/37894
dc.legacy.articleid1069
dc.legacy.fulltexturlhttps://repository.upenn.edu/cgi/viewcontent.cgi?article=1069&context=joseph_wharton_scholars&unstamped=1
dc.source.issue74
dc.source.journalJoseph Wharton Scholars
dc.source.statuspublished
dc.subject.otherfinancial statements
dc.subject.otherEPS
dc.subject.otherabnormal stock returns
dc.subject.otherBusiness
dc.titleFundamental Signals, Future Earnings, and Abnormal Returns
dc.typeDissertation/Thesis
digcom.contributor.authorPompetzki, Alexander F.
digcom.identifierjoseph_wharton_scholars/74
digcom.identifier.contextkey15765812
digcom.identifier.submissionpathjoseph_wharton_scholars/74
digcom.typethesis
dspace.entity.typePublication
upenn.schoolDepartmentCenterJoseph Wharton Scholars
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