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Keywords: Accounting fundamentals
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Journal Articles
Journal:
Pacific Accounting Review
Pacific Accounting Review (2020) 32 (4): 519–541.
Published: 11 November 2020
... by investors to unspecified information (i.e. underreaction). This study aims to provide a useful insight regarding momentum: potential mispricing related to accounting fundamentals appears to conceal longer-term reversals in price momentum. Controlling for these fundamentals reveals that price momentum...
