Fundamental Signals, Future Earnings, and Abnormal Returns
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Degree type
Graduate group
Discipline
Subject
financial statements
EPS
abnormal stock returns
Business
EPS
abnormal stock returns
Business
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Author
Pompetzki, Alexander F.
Contributor
Abstract
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.
Advisor
Catherine Schrand
Date of degree
2019-05-01