Earnings acceleration and stock returns
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DOI: 10.1016/j.jacceco.2019.101238
Abstract: Abstract We document that earnings acceleration, defined as the quarter-over-quarter change in earnings growth, has significant explanatory power for future excess returns. These excess returns are robust to a wide range of previously documented anomalies… read more here.
Keywords: stock returns; acceleration stock; excess returns; earnings acceleration ... See more keywords