Fundamental Signals, Future Earnings, and Abnormal Returns

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Graduate group
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financial statements
EPS
abnormal stock returns
Business
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Pompetzki, Alexander F.
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In 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.

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Catherine Schrand
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2019-05-01
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