FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3202187858> ?p ?o ?g. }

• W3202187858 endingPage "614" @default.
• W3202187858 startingPage "592" @default.
• W3202187858 abstract "Abstract We document the significant predictive power of an aligned fundamental index for aggregate excess stock market returns. The index incorporates the major financial indicators used by Piotroski (2000) and eliminates the idiosyncratic error components of individual indicators using the partial least squares approach modified by Kelly and Pruitt (2015). Our proposed fundamental index outperforms the aggregate financial score index of Piotroski (2000) and the equally weighted financial index in predicting returns for both in‐sample and out‐of‐sample tests. The aligned financial index also provides significant forecasting power for future market returns after controlling for the major economic variables. The proposed index persistently exhibits strong return forecasting power for longer time horizons and generates higher certainty equivalent gain for risk‐averse investors. The positive relations between the proposed index and future returns of portfolios sorted by momentum, book‐to‐market ratio, and company size are all significant." @default.
• W3202187858 created "2021-10-11" @default.
• W3202187858 creator A5063176986 @default.
• W3202187858 date "2021-10-13" @default.
• W3202187858 modified "2023-10-17" @default.
• W3202187858 title "Fundamental Index Aligned and Excess Market Return Predictability" @default.
• W3202187858 cites W1789808336 @default.
• W3202187858 cites W2007785900 @default.
• W3202187858 cites W2043464706 @default.
• W3202187858 cites W2047775520 @default.
• W3202187858 cites W20683381 @default.
• W3202187858 cites W2069414789 @default.
• W3202187858 cites W2081432842 @default.
• W3202187858 cites W2089556049 @default.
• W3202187858 cites W2093260403 @default.
• W3202187858 cites W2101620928 @default.
• W3202187858 cites W2122298188 @default.
• W3202187858 cites W2123518587 @default.
• W3202187858 cites W2128620029 @default.
• W3202187858 cites W2196996750 @default.
• W3202187858 cites W2579199835 @default.
• W3202187858 cites W2741371467 @default.
• W3202187858 cites W2765995896 @default.
• W3202187858 cites W2790535483 @default.
• W3202187858 cites W2914489443 @default.
• W3202187858 cites W3121137201 @default.
• W3202187858 cites W3121274430 @default.
• W3202187858 cites W3121401171 @default.
• W3202187858 cites W3121467893 @default.
• W3202187858 cites W3122020290 @default.
• W3202187858 cites W3122070388 @default.
• W3202187858 cites W3122632353 @default.
• W3202187858 cites W3123164671 @default.
• W3202187858 cites W3123267500 @default.
• W3202187858 cites W3123314896 @default.
• W3202187858 cites W3123354832 @default.
• W3202187858 cites W3124064046 @default.
• W3202187858 cites W3124478777 @default.
• W3202187858 cites W3124690764 @default.
• W3202187858 cites W3125261530 @default.
• W3202187858 cites W3125396854 @default.
• W3202187858 cites W3125891473 @default.
• W3202187858 cites W3125950889 @default.
• W3202187858 cites W4235532159 @default.
• W3202187858 doi "https://doi.org/10.1002/for.2829" @default.
• W3202187858 hasPublicationYear "2021" @default.
• W3202187858 type Work @default.
• W3202187858 sameAs 3202187858 @default.
• W3202187858 citedByCount "0" @default.
• W3202187858 crossrefType "journal-article" @default.
• W3202187858 hasAuthorship W3202187858A5063176986 @default.
• W3202187858 hasConcept C10138342 @default.
• W3202187858 hasConcept C105795698 @default.
• W3202187858 hasConcept C106159729 @default.
• W3202187858 hasConcept C111472728 @default.
• W3202187858 hasConcept C136764020 @default.
• W3202187858 hasConcept C138885662 @default.
• W3202187858 hasConcept C149782125 @default.
• W3202187858 hasConcept C151730666 @default.
• W3202187858 hasConcept C159985019 @default.
• W3202187858 hasConcept C162324750 @default.
• W3202187858 hasConcept C185592680 @default.
• W3202187858 hasConcept C19244329 @default.
• W3202187858 hasConcept C192562407 @default.
• W3202187858 hasConcept C192737826 @default.
• W3202187858 hasConcept C197640229 @default.
• W3202187858 hasConcept C198531522 @default.
• W3202187858 hasConcept C2777382242 @default.
• W3202187858 hasConcept C2778136018 @default.
• W3202187858 hasConcept C2780299701 @default.
• W3202187858 hasConcept C2780762169 @default.
• W3202187858 hasConcept C33923547 @default.
• W3202187858 hasConcept C41008148 @default.
• W3202187858 hasConcept C43617362 @default.
• W3202187858 hasConcept C4679612 @default.
• W3202187858 hasConcept C60718061 @default.
• W3202187858 hasConcept C86803240 @default.
• W3202187858 hasConcept C88389905 @default.
• W3202187858 hasConceptScore W3202187858C10138342 @default.
• W3202187858 hasConceptScore W3202187858C105795698 @default.
• W3202187858 hasConceptScore W3202187858C106159729 @default.
• W3202187858 hasConceptScore W3202187858C111472728 @default.
• W3202187858 hasConceptScore W3202187858C136764020 @default.
• W3202187858 hasConceptScore W3202187858C138885662 @default.
• W3202187858 hasConceptScore W3202187858C149782125 @default.
• W3202187858 hasConceptScore W3202187858C151730666 @default.
• W3202187858 hasConceptScore W3202187858C159985019 @default.
• W3202187858 hasConceptScore W3202187858C162324750 @default.
• W3202187858 hasConceptScore W3202187858C185592680 @default.
• W3202187858 hasConceptScore W3202187858C19244329 @default.
• W3202187858 hasConceptScore W3202187858C192562407 @default.
• W3202187858 hasConceptScore W3202187858C192737826 @default.
• W3202187858 hasConceptScore W3202187858C197640229 @default.
• W3202187858 hasConceptScore W3202187858C198531522 @default.
• W3202187858 hasConceptScore W3202187858C2777382242 @default.
• W3202187858 hasConceptScore W3202187858C2778136018 @default.
• W3202187858 hasConceptScore W3202187858C2780299701 @default.
• W3202187858 hasConceptScore W3202187858C2780762169 @default.

• next