Monkey Strategy : Swinging through the Capital Anomaly Jungle

The aim of this paper is to test whether an investment strategy originally created by Piotroski (2000), can be refined by combining it with the price-to-earnings-anomaly. In detail, we accomplish this by implementing Piotroskis F_SCORE-model to identify and consequently separate financially weak- an...

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Bibliographic Details
Main Authors: Arvidsson, Carl, Gudrais, Tim
Format: Others
Language:English
Published: Uppsala universitet, Företagsekonomiska institutionen 2013
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-194802