Earnings Decomposition, Value Relevance and Predictability

Sasan Babaie

Volume 5, Issue 4 , November 2021, , Pages 107-127


  Compared with net earnings, the components of earnings are more informative in companies whose components have different qualities of persistence and volatility. We examine the issue of whether net earnings together with their components have more information content than only net earnings. We construct ...  Read More

Investigation the strength of Five-factor model of Fama and French (2015) in describing fluctuations in stock returns

Roya mirzaei; Amir Abbas Sahebgharani; Nazanin Hashemi

Volume 1, Issue 2 , October 2017, , Pages 105-119


  Prediction of stock returns is always one of the most important discussions of financial markets, which has led to introducing of various models to pricing financial assets, one of the most important of these models is to measure the surplus returns by Fama &  French model was introduced in ...  Read More