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Methods Workshop

Implementability of Trading Strategies Based on Accounting Information: Piotroski (2000) Revisited

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Pages 553-558 | Received 24 Apr 2012, Accepted 23 Apr 2014, Published online: 05 Jun 2014

References

  • Fama, E. F., & French, K. R. (1992). The cross-section of expected stock returns. The Journal of Finance, 47, 427–465. doi: 10.1111/j.1540-6261.1992.tb04398.x
  • Lakonishok, J., Shleifer, A., & Vishny, R. W. (1994). Contrarian investment, extrapolation, and risk. The Journal of Finance, 49, 1541–1578. doi: 10.1111/j.1540-6261.1994.tb04772.x
  • Piotroski, J. D. (2000). Value investing: The use of historical financial statement information to separate winners from losers. Journal of Accounting Research, 38(Supplement), 1–41. doi: 10.2307/2672906
  • Rosenberg, B., Reid, K., & Lanstein, R. (1984). Persuasive evidence of market inefficiency. Journal of Portfolio Management, 11(3), 9–16. doi: 10.3905/jpm.1985.409007

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