The ability to use quarterly financial statement information to predict stock returns


Grant Data
Project Title
The ability to use quarterly financial statement information to predict stock returns
Principal Investigator
Professor Tung, Samuel Shui Liang   (Principal Investigator)
Duration
12
Start Date
1995-10-01
Amount
99666
Conference Title
The ability to use quarterly financial statement information to predict stock returns
Presentation Title
Keywords
quarterly financial statement, stock returns
Discipline
Business and Management Studies (including Accounting) (Obsolete)
HKU Project Code
N/A
Grant Type
Other Funding Scheme
Funding Year
1995
Status
Completed
Objectives
To examine whether quarterly financial statement information is useful for predicting future stock returns. This study will also examine the effects of confounding factors (such as mergers/acquisitions, divestitures, and changes in accounting methods, industry, and fiscal year-end) on the predictive ability of quarterly financial statement information.