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- W1631380056 abstract "We examine the F score in global emerging markets and show there is a meaningful premium attached to high F score stocks which is unrelated to the size, value and momentum premiums. It is larger for high value stocks, moderately higher for high momentum stocks and unrelated to stock size. This suggests the usual explanation for the power of the F score – investor neglect of high F score stocks – is incomplete because big cap and high momentum stocks are typically not neglected. We conjecture another factor shaping the premium to high F score stocks is the confirmation bias." @default.
- W1631380056 created "2016-06-24" @default.
- W1631380056 creator A5024547633 @default.
- W1631380056 date "2013-01-01" @default.
- W1631380056 modified "2023-09-25" @default.
- W1631380056 title "An Emerging Markets Analysis of the Piotroski F Score" @default.
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- W1631380056 doi "https://doi.org/10.2139/ssrn.2274516" @default.
- W1631380056 hasPublicationYear "2013" @default.
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