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
Accruals
- 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