How to cite this paper
APA: Sirani, M., Taghavifardod, M & Hemmati, H. (2013). A study on relationship between firm's financial performance and immediate and long-term stock return. Management Science Letters, 3(8), 2343-2348.
Chicago/Turabian: Sirani, M., Taghavifardod, M & Hemmati, H. 2013. "A study on relationship between firm's financial performance and immediate and long-term stock return." Management Science Letters 3, no. 8 (2013): 2343-2348.
AMA: Sirani, M., Taghavifardod, M & Hemmati, H. A study on relationship between firm's financial performance and immediate and long-term stock return. Management Science Letters. 2013;3(8):2343-2348.
References
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accounts’ risk management: A case study of Tehran Stock Exchange. Management Science Letters
, 3(6), 1593-1598.
Ball, R., & Kothari, S.P. (1989). Non-stationary expected returns: Implications for tests of market
efficiency and serial correlation in returns. Journal of Financial Economics, 25, 51–74.
Barberis, N., Shleifer, A., & Vishny, R. (1998). A model of investor sentiment. Journal of financial
economics, 49(3), 307-343.
Barberis, N., Shleifer, A., & Vishny, R. W. (2005). A model of investor sentiment. Advances in
Behavioral Finance, 2, 423-59.
Bondt, W. F., & Thaler, R. (1985). Does the stock market overreact?. The Journal of finance, 40(3),
793-805.
Chan, K. C. (1988). On the contrarian investment strategy. Journal of Business, 147-163.
Chan, W. S., Frankel, R., & Kothari, S. P. (2004). Testing behavioral finance theories using trends
and consistency in financial performance. Journal of Accounting and Economics, 38, 3-50.
Daniel, K., Hirshleifer, D. & Subrahmanyam, A. (1998). Investor psychology and security market
under and over-reactions. Journal of Finance, 53, 1839-1885.
De Bondt, W. F., & Thaler, R. H. (1990). Do security analysts overreact?. The American Economic
Review, 52-57.
Dichev, I. D. (1998). Is the risk of bankruptcy a systematic risk?. the Journal of Finance, 53(3),
1131-1147.
Fama, E. F. (1998). Market efficiency, long-term returns, and behavioral finance. Journal of financial
economics, 49(3), 283-306.
Fama, E. F. (1991). Efficient capital markets: II. The journal of finance, 46(5), 1575-1617.
Fama, E. F., & French, K. R. (1993). Common risk factors in the returns on stocks and
bonds. Journal of financial economics, 33(1), 3-56.
Grinblatt, M., & Moskowitz, T. J. (2004). Predicting stock price movements from past returns: The
role of consistency and tax-loss selling. Journal of Financial Economics, 71(3), 541-579.
Hayatbakhsh, A & Maghariee, A. (2013). A study on relationship between asymmetric information
on dividend polices of companies listed in Tehran Stock Exchange. Management Science Letters,
3(7), 2089-2094.
Hejazi, R & Rostamnejad, S. (2013). An investigation on the effects of conservatism on reducing risk
of stock market investment: A case study of Tehran Stock Exchange. Management Science Letters
, 3(7), 1885-1890.
Hirshleifer, D. (2001). Investor psychology and asset pricing. The Journal of Finance, 56(4), 1533-
1597.
Jegadeesh, N., & Titman, S. (1993). Returns to buying winners and selling losers: Implications for
stock market efficiency. The Journal of Finance, 48(1), 65-91.
Jegadeesh, N., & Titman, S. (2001). Profitability of momentum strategies: An evaluation of
alternative explanations. The Journal of Finance, 56(2), 699-720.
Lakonishok, J., Shleifer, A., & Vishny, R. W. (1994). Contrarian investment, extrapolation, and
risk. The journal of finance, 49(5), 1541-1578.
La Porta, R., Lakonishok, J., Shleifer, A., & Vishny, R. (1997). Good news for value stocks: Further
evidence on market efficiency. Journal of finance, 859-874.
Lee, C., & Swaminathan, B. (2000). Price momentum and trading volume. The Journal of
Finance, 55(5), 2017-2069.
Zarowin, P. (1989). Does the stock market overreact to corporate earnings information?. The journal
of Finance, 44(5), 1385-1399.
accounts’ risk management: A case study of Tehran Stock Exchange. Management Science Letters
, 3(6), 1593-1598.
Ball, R., & Kothari, S.P. (1989). Non-stationary expected returns: Implications for tests of market
efficiency and serial correlation in returns. Journal of Financial Economics, 25, 51–74.
Barberis, N., Shleifer, A., & Vishny, R. (1998). A model of investor sentiment. Journal of financial
economics, 49(3), 307-343.
Barberis, N., Shleifer, A., & Vishny, R. W. (2005). A model of investor sentiment. Advances in
Behavioral Finance, 2, 423-59.
Bondt, W. F., & Thaler, R. (1985). Does the stock market overreact?. The Journal of finance, 40(3),
793-805.
Chan, K. C. (1988). On the contrarian investment strategy. Journal of Business, 147-163.
Chan, W. S., Frankel, R., & Kothari, S. P. (2004). Testing behavioral finance theories using trends
and consistency in financial performance. Journal of Accounting and Economics, 38, 3-50.
Daniel, K., Hirshleifer, D. & Subrahmanyam, A. (1998). Investor psychology and security market
under and over-reactions. Journal of Finance, 53, 1839-1885.
De Bondt, W. F., & Thaler, R. H. (1990). Do security analysts overreact?. The American Economic
Review, 52-57.
Dichev, I. D. (1998). Is the risk of bankruptcy a systematic risk?. the Journal of Finance, 53(3),
1131-1147.
Fama, E. F. (1998). Market efficiency, long-term returns, and behavioral finance. Journal of financial
economics, 49(3), 283-306.
Fama, E. F. (1991). Efficient capital markets: II. The journal of finance, 46(5), 1575-1617.
Fama, E. F., & French, K. R. (1993). Common risk factors in the returns on stocks and
bonds. Journal of financial economics, 33(1), 3-56.
Grinblatt, M., & Moskowitz, T. J. (2004). Predicting stock price movements from past returns: The
role of consistency and tax-loss selling. Journal of Financial Economics, 71(3), 541-579.
Hayatbakhsh, A & Maghariee, A. (2013). A study on relationship between asymmetric information
on dividend polices of companies listed in Tehran Stock Exchange. Management Science Letters,
3(7), 2089-2094.
Hejazi, R & Rostamnejad, S. (2013). An investigation on the effects of conservatism on reducing risk
of stock market investment: A case study of Tehran Stock Exchange. Management Science Letters
, 3(7), 1885-1890.
Hirshleifer, D. (2001). Investor psychology and asset pricing. The Journal of Finance, 56(4), 1533-
1597.
Jegadeesh, N., & Titman, S. (1993). Returns to buying winners and selling losers: Implications for
stock market efficiency. The Journal of Finance, 48(1), 65-91.
Jegadeesh, N., & Titman, S. (2001). Profitability of momentum strategies: An evaluation of
alternative explanations. The Journal of Finance, 56(2), 699-720.
Lakonishok, J., Shleifer, A., & Vishny, R. W. (1994). Contrarian investment, extrapolation, and
risk. The journal of finance, 49(5), 1541-1578.
La Porta, R., Lakonishok, J., Shleifer, A., & Vishny, R. (1997). Good news for value stocks: Further
evidence on market efficiency. Journal of finance, 859-874.
Lee, C., & Swaminathan, B. (2000). Price momentum and trading volume. The Journal of
Finance, 55(5), 2017-2069.
Zarowin, P. (1989). Does the stock market overreact to corporate earnings information?. The journal
of Finance, 44(5), 1385-1399.