Document Type

Thesis or dissertation

Date of this Version



Catherine Schrand


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.


financial statements, EPS, abnormal stock returns

Included in

Business Commons



Date Posted: 13 November 2019


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