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• W2024790855 abstract "Purpose – Frankel and Lee (1998) report significant abnormal security returns to a trading strategy based on the ratio of the intrinsic value to the market value of common equity (V/P). However, they measure the intrinsic value estimates based on the residual income model using several fundamental variables that have been documented to be associated with subsequent abnormal stock returns. The purpose of this paper is to test whether combining all these individual anomalies to V/P has generated additional predictive power, and whether the abnormal returns related to V/P are due to thepredictive ability of the residual income model or to that of the components used in constructing V/P." @default.
• W2024790855 created "2016-06-24" @default.
• W2024790855 creator A5065046545 @default.
• W2024790855 date "2007-11-06" @default.
• W2024790855 modified "2023-09-26" @default.
• W2024790855 title "IsV/Pa distinct anomaly?" @default.
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• W2024790855 doi "https://doi.org/10.1108/14757700710835069" @default.
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