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Valuation
Valuation
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Penman, Stephen H. and Sougiannis, Theodore ,
A Comparison of Dividend, Cash Flow, and Earnings Approaches to Equity Valuation.
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Josef Lakonishok & Robert W. Vishny & Andrei Shleifer, 1993. "
Contrarian Investment, Extrapolation, and Risk
," Journal of Finance, December 1994, Vol. XLIX, No. 5, pp. 1541-1578
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Richard Frankel, Charles M.C. Lee,
Accounting valuation, market expectation, and cross-sectional stock returns
, Journal of Accounting and Economics 25 (1998) 283–319.
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Joseph D. Piotroski,
Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers
, Journal of Accounting Research, Vol. 38, Supplement: Studies on Accounting Information and the Economics of the Firm (2000) , pp. 1-41
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Partha S. Mohanram,
Is Fundamental Analysis Effective for Growth Stocks?
, Working Paper, Columbia University.
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Chan, Louis K.C. and Lakonishok, Josef,
Value and Growth Investing: Review and Update.
Financial Analysts Journal, Vol. 60, No. 1, pp. 71-86, January/February 2004.
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Clifford Asness,
The Interaction of Value and Momentum Strategies.
, Financial Analysts Journal.
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Asness, Cliff, Jacques Friedman, Robert Krail and John Liew, 2000, “Style Timing: Value vs. Growth”, Journal of Portfolio Management, Spring
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