The ability to use quarterly financial statement information to predict stock returns
Professor Tung, Samuel Shui Liang (Principal investigator)
quarterly financial statement, stock returns
Business and Management Studies (including Accounting) (Obsolete)
Other Funding Scheme
To examine whether quarterly financial statement information is useful for predicting future stock returns. This study will also examine the effects of confounding factors (such as mergers/acquisitions, divestitures, and changes in accounting methods, industry, and fiscal year-end) on the predictive ability of quarterly financial statement information.