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Does the F-score improve the performance of different value investment strategies in Europe?
(Palgrave Macmillan, 2018-11-26)
- article
This study examines whether the performance of 8 different value investment strategies can be improved with 9 Piotroski’s (J Account Res 38:1–41, 2000) F-score screening method for the European stock markets. Our aim is ...