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Expectation Errors in European Value-Growth Strategies*

Walkshäusl, Christian (2016) Expectation Errors in European Value-Growth Strategies*. Review of Finance 21 (2), pp. 845-870.

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Other URL: http://doi.org/10.1093/rof/rfw012


Abstract

This article tests Piotroski and So's (2012) market expectation errors approach to value-growth investing in European equity markets. As in the USA, European value-growth returns are concentrated among firms with existent market expectation errors, but absent among firms without such errors which can be ex ante identified by interacting book-to-market with FSCORE, an accounting-based measure of ...

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Item type:Article
Date:2016
Institutions:Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzdienstleistungen (Prof. Dr. Klaus Röder)
Identification Number:
ValueType
10.1093/rof/rfw012DOI
Keywords:STOCK RETURNS; INTERNATIONAL EVIDENCE; CROSS-SECTION; INVESTMENT; SHARE; RISK; INFORMATION; MOMENTUM; WINNERS; ISSUES;
Dewey Decimal Classification:300 Social sciences > 330 Economics
Status:Published
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Yes
Item ID:38617
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