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Keywords: stepwise logit regression
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Journal Articles
Journal:
Accounting Horizons
Accounting Horizons (2022) 36 (1): 131–149.
Published: 01 March 2022
...Joshua O. S. Hunt; James N. Myers; Linda A. Myers SYNOPSIS Using stepwise logit regression, Ou and Penman (1989) predicts the sign of future earnings changes and uses these predictions to form a profitable hedge portfolio. Increases in computing power and advances in machine learning allow us...