Accounting anomalies and fundamental analysis: An alternative view
By J. Lewellen. 2010
125 citations recorded by the source corpus.
Subfields: Accounting, Finance, Strategy and Management
View Paper: https://www.semanticscholar.org/paper/a5c71d64c8b03c8e0d02cb563a098c52a472c129
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Citations in the corpus
- How far can we trust earnings numbers? What research tells us about earnings management (2013, background): “The survey by Richardson et al. (2010) and the discussion of Lewellen (2010) provide a thorough discussion of the issues involved.”
- Investment and the Weighted Average Cost of Capital (2016, unknown): “A useful way to clarify the connection is provided by Liu et al. (2009). They provide an equation that relates the return on investment to WACC. Empirically we decompose the WACC and use the individual elements in investment regressions. The cost of debt has a negative sign. The stock-return version”
- Value investing in credit markets (2012, unknown): “As Lewellen (2010) notes, this is a simple transformation of the t statistic and is computed as the t statistic multiplied by ffiffiffiffiffi 12 p divided by ffiffiffiffiffiffiffi 149 p , where 149 reflects the number of months in the regression Value investing in credit markets 599”
- Stock trend forecasting in turbulent market periods using neuro-fuzzy systems (2015, background): “Existing approaches on feature extraction, in order to forecast stock market prices or trends, may be broadly classified as fundamental analysis (Lewellen 2010) and technical analysis (Neely and Weller 2011).”
- Institutional Investors and Stock Return Anomalies (2016, unknown): “Lewellen’s (2011) analysis is based on the level of institutional holdings – which likely reflect portfolio decisions made long before the anomaly portfolio formation period whereas stock characteristics associated with return predictability (e.”