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Keywords: returns prediction
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Journal Articles
Journal:
Accounting Horizons
Accounting Horizons (2022) 36 (1): 131–149.
Published: 01 March 2022
... earnings prediction returns prediction trading strategies In this paper, we use two methods of systematically aggregating information from the financial statements to construct a summary measure that is useful for predicting the sign of one-year-ahead changes in diluted earnings per share (EPS...
