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High Book-to-Market Firms: Separating Winning Winners from Losing Winners using a Contextual Approach
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Business Studies.
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Business Studies.
2010 (English)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

This paper examines the performance of the model constructed by Piotroski (2000) in the time period of 2000-2009 and constructs three new models based on the relative performances of the firms in the data sample. Thenew models are constructed on the basis of medians and quartiles of firm performances in the sample as well asmedians drawn from the industrial groups present in the sample, primarily to improve returns, but also in orderto screen for firms that are at risk for earnings management. These additional models yield greater returns onlong position investments but show considerably worse results on short positions.

Place, publisher, year, edition, pages
2010. , p. 33
National Category
Business Administration
Identifiers
URN: urn:nbn:se:uu:diva-144067OAI: oai:DiVA.org:uu-144067DiVA, id: diva2:392313
Uppsok
Social and Behavioural Science, Law
Supervisors
Available from: 2011-01-27 Created: 2011-01-26 Last updated: 2011-01-28Bibliographically approved

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