Other

The 'Other' area summarizes papers implementing trading strategies that do not fit any of the above categories. To be included here the paper must have at least a one alpha rating and employ a trading strategy grounded in fundamental analysis.

Huberts and Fuller (1995) ^aa

This paper shows that companies whose earnings have been unpredictable in the past (as measured by the magnitude of analyst forecast errors) tend to have earnings disappointments and poor stock returns in the future.

Doyle et al. (2002) ^a [Click Here to Download as PDF]

This paper shows that firms reporting 'pro forma' earnings numbers that exclude losses and expenses required under GAAP experience lower future cash flows and stock returns.