10K / 10Q filings

  • Cohen, L., Lou, D. and Nguyen, Q. Lazy Prices (2015). SSRN

Multiple Fundamentals

  • Dechow, P., Sloan, R. and Zha, J. Stock Prices & Earnings: A History of Research (2013). SSRN
  • Gray, V. and Vogel, J. Analyzing Valuation Measures: A Performance Horse-Race over the past 40 Years (2012). Link
  • Mohanram, P. Separating Winners from Losers among Low Book-to-Market Stocks using Financial Statement Analysis (2003). SSRN


  • Patatoukas, P. Asymmetrically Timely Loss Recognition and the Accrual Anomaly (2015). SSRN
  • Mohanram, P. Analysts’ Cash Flow Forecasts and the Decline of the Accruals Anomaly (2014). SSRN
  • Shi, L. and Zhang, H. Can the Earnings Fixation Hypothesis Explain the Accrual Anomaly? (2007) SSRN
  • Dechow, P., Khimich, N. and Sloan, R. The Accrual Anomaly (2011). SSRN
  • LaFond, R. Is the Accrual Anomaly a Global Anomaly? (2005) SSRN
  • Lev, B. and Nissim, D. The Persistence of the Accruals Anomaly (2004). SSRN

Asset Growth

  • Lam, E. and Wei, J. Betting on Total Asset Growth Reversal: The Role of Style Investing and Extrapolation Bias (2012). SSRN
  • Watanabe, A. et. al. The Asset Growth Effect: Insights from International Equity Markets (2011). SSRN
  • Cooper, M., Gulen, H. and Schill, M. The Asset Growth Effect in Stock Returns (2009). SSRN
  • Cooper, M., Gulen, H. and Schill, M. Asset Growth and the Cross-Section of Stock Returns (2007). SSRN

Dividend Yield / Redistribution Yield

  • Gray, W. and Vogel, J. Enhancing the Investment Performance of Yield-Based Strategies (2012). SSRN
  • Boudoukh, J. et. al. On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing (2006). SSRN

Net Current Assets Value

  • Damodaran, A. Value Investing: Investing for Grown Ups? (2012) SSRN
  • Xiao, Y. and Arnold, G. Testing Benjamin Graham's Net Current Asset Value Strategy in London (2007). SSRN
  • Lauterbach, B. and Vu, J. Ben Graham's Net Current Asset Value Rule Revisited: The Size-Adjusted Returns (1993). Link