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strategy stock return portfolio market selection earning month revision country value stock selection strategies momentum earnings revisions journal result table selection strategies van der hart finance winner sample winners portfolio transaction costs country selection / journal factor market capitalization bottom percent bekaert momentum strategies period stock selection ratio liquidity number loser portfolio formation universe transaction losers portfolio analyst multivariate investor index performance rouwenhorst profitability report harvey capitalization evidence turnover ratio multivariate strategies losers portfolios section growth value stocks equity markets liberalization equity earnings revisions strategy measure trading strategies explanation 105–132 turnover multivariate strategy value strategies panel formation b /m strategies outlier tables 1 study t statistics benchmark statistic earnings growth
3 Most Recent Publications
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Stock selection strategies in emerging markets
(Article)
Dijk, D.J.C. van Hart, J.M. van der Slagter, E. |
2003-02-01
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Stock Selection Strategies in Emerging Markets
(Research Paper)
Hart, J. van der Slagter, E. Dijk, D.J.C. van |
2001-01-26
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Censored regression analysis in large samples with many zero observations
(Research Paper)
Franses, Ph.H.B.F. Slagter, E. Cramer, J.S. |
1999-11-08
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