ライブラリというと、ゲノムライブラリとか、cDNAライブラリとかを思う医学者も多いかと思いますが、ここは単なるファイナンス関係の文献の紹介です。
Book-to Market Equity, Distress Risk, and Stock Returns Does Book-to-Market Equity Proxy for Distress Risk or Overreaction? Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers What Drives The Value Premium? Is Value Riskier Than Growth? Fundamental analysis and stock returns: Japan 1993-2003 Is Fundamental Analysis Effective for Growth Stocks? Stock Return Dynamics under Earnings Management Three Challenges of Investing: Active Management, Market Efficiency, and Selecting Managers Active versus Passive Investment Management:
The Implications of Accounting Distortions and Growth for Accruals and Profitability Information in Accruals about the Quality of Earnings The Predictive Value of Expenses Excluded from ‘Pro Forma’ Earnings The persistence of earnings and cash flows and the role of special items: Implications for the accrual anomaly Earnings Quality and Stock Returns Pricing of Accounting Accruals Information and the Revision of Analyst Earnings Forecasts: Evidence from Tokyo Stock Exchange Firms Properties of Accrual Income, Cash Flow and Security Return: An Interpretive Exercise Inside the ‘Accrual Anomaly'
Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies Mean Reversion on International Stock Markets Do Fund Managers Expect Mean Averting Returns? The Power and Size of Mean Reversion Tests
Consistent Earnings Surprises and Behavioral Biases in Analyst Forecasts Analyst Recommendations, Mutual Fund Herding, and Overreaction in Stock Prices Revenue Growth and Stock Returns The Extreme Future Stock Returns following Extreme Earnings Surprises Stock Price Synchronicity and Analyst Coverage in Emerging Markets Stock Returns Following Profit Warnings: Evidence for Behavioral Finance Does Analyst Optimism About Future Earnings Distort Stock Prices? Do Sell-Side Analysts Exhibit Differential Target Price Forecasting Ability? An Explanation for Why Prior Stock Returns and Analysts' Earnings Forecast Revisions Predict Earnings Management and Forecast errors アナリストによる利益予測と株価 業績予想を用いたバリュー株効果の分析 業績予想、業績サプライズとバリュー株効果 Analyst Forecast Dispersion and Future Stock Return Volatility Analyst Disagreement, Forecast Bias and Stock Returns アナリスト予想と利益情報のValue Relevance
Evaluating a Stock Marcket Timeing Strategy: the case of RTE Asset Manegement Dollar Cost Averaging
Bihavior Finance The Recent Behaviour of Financial Market Volatility Price Bubbles sans Dividend Anchors 非会計情報の開示の意義と開示規制のあり方
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