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Financial Analysts Journal Volume 62, 2006 - Issue 4
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Portfolio Management

Do We Accept Accrual Profits at Our Peril?

Qiao Liu Qiao Liu is assistant professor of finance at the University of Hong Kong, Pokfulam, Hong Kong.
&
Rong Qi Rong Qi is assistant professor of finance at St. John’s University, Jamaica, New York.
Pages 62-75 | Published online: 02 Jan 2019

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Nuno Soares & AndrewW. Stark. (2009) The accruals anomaly – can implementable portfolio strategies be developed that are profitable net of transactions costs in the UK?. Accounting and Business Research 39:4, pages 321-345.
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Petya Platikanova. (2008) Long-Term Price Effect of S&P 500 Addition and Earnings Quality. Financial Analysts Journal 64:5, pages 62-76.
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