Profitability, Earnings Per Share on Stock Return with Size as Moderation

Investigating the effect of rounding and revision in predicting earnings per share on investors' attention

Because in the theory of economics, the value of a company is based on the current value of future cash flows and profit is used as a substitute for cash flows, profit forecasting is of particular importance. In the research, the effect of rounding and revision in predicting earnings per share on the investors' attention in Iran has been investigated. After designing the investors' attention as...

Risk and Return in Momentum Strategies: Profitability from Portfolios based on Risk-Adjusted Stock Ranking Criteria

On stock return prediction with LSTM networks

Artificial neural networks are, again, on the rise. The decreasing costs of computing power and the availability of big data together with advancements of neural network theory have made this possible. In this thesis, LSTM (long short-term memory) recurrent neural networks are used in order to perform financial time series forecasting on return data of three stock indices. The indices are S&P 5...

The Influence of Trends and Reversals in Earnings Surprises on Stock Return Predictability∗

We find that trends and reversals in past earnings surprises predict future stock returns. These earnings surprise sequences produce a 9.88% risk-adjusted annual return which cannot be attributed to momentum nor post-earnings announcement drift. Our empirical methodology captures the market’s beliefs regarding future returns by estimating the probability associated with different possible retur...

a survey on the relationship between performance of investment companies and liquidity and profitability ratios and dividend per share in tehran stock exchange

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