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Accounting Based Strategies

•Joseph D. Piotroski, "Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers", Stanford University; University of Chicago - Graduate School of Business

•Joshua Livnat, "Post-Earnings-Announcement Drift (PEAD): The Role of Revenue Surprises",, Presentation at NYU

•Joshua Livnat, "Quarterly Accruals or Cash Flows? Return Analysis"

•Joshua Livnat, Massimo Santicchia, Cash Flows, Accruals and Future Returns, Financial Analysts Journal, Volume 62(4), July/August, 2006.

•Qiao Liu and Rong Qi, Do we accept accrual profits at our peril, Financial Analysts Journal, Volume 62(4), July/August 2006.

Attached files:

Livnat - Revenue Surprises and PEAD final London.pdf  

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