Multifactor return model based on interim financial statements
The purpose of this research is to examine the significance of a market factor, an industry factor, a company factor and a growth factor in explaining security returns. A secondary objective is to determine if interim financial statements--the balance sheet and the income statement--provide useful i...
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Format: | Others |
Language: | en_US |
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Virginia Polytechnic Institute and State University
2017
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Online Access: | http://hdl.handle.net/10919/76064 |