Ứng dụng mô hình F-SCORE cho chiến lược đầu tư cổ phiếu tại Sở Giao dịch Chứng khoán Thành phố Hồ Chí Minh

Beneish, M., Lee, C., & Tarphey, R. (2001). Contextual fundamental analysis through the prediction of extreme returns. Review of Accounting Studies, 6(2/3), 165-189.

Chan, K., Jegadeesh, N., & Lakonishok, J. (1996). Momentum strategies. The Journal of Finance, 51(5), 1681-1713.

Damodaran, A. (2006). Valuation approaches and metrics: A survey of the theory and evidence. Foundations and Trends in Finance, 1(8), 693-784.

Dosamantes, C. (2013). The relevance of using accounting fundamentals in the mexican stock market. Journal of Economics, Finance and Administrative Science, 18(Special Issue), 2-10.

Fama, E. F., & French, K. R. (1992). The cross-section of expected stock returns. The Journal of Finance, 47(2), 427-465.

Fama, E. F., & French, K. R. (1995). Size and book-to-market factors in earning and returns. Hournal of Finance, 50(1), 131-55.

Graham, B., & Dodd, D. (1934). Security analysis: The classic 1934 edition. New York, NY: McGraw Hill Professional.

Hyde, C. (2014). An emerging markets analysis of the Piotroski F-score. JASSA The Finsia Journal of Applied Finance, 2(1), 23-28.

Jeong, J., & Kim, K. (2019). Effectiveness of F-score on the loser following online portfolio strategy in the Korean value stocks portfolio. American Journal of Theoretical and Applied Business, 5(1), 1-13.

Kang, J., & Ding, D. (2005). Value and growth investing in Asian stock markets 1991-2002. In Research in Finance (Vol. 22, pp. 113-139). Cambridge, UK: Emerald Group Publishing Limited.

Lakonishok, J., Shleifer, A., & Vishny R. (1994). Contrarian investment extrapolation, and risk. Journal of Finance, 49(5), 1541-78.

Lopes, A. B., & Galdi, F. C. (2008). Financial statement analysis also separate winners from losers in Brazil. Sao Paulo, Brazil: University of Sao Paulo Working Paper.

Loughran, T., & Ritter, J. (1995). The new issues puzzle. Journal of Finance, 50(1), 23-51.

Miller, M., & Rock, K. (1985). Dividend policy under asymmetric information. Journal of Finance, 40(4), 1031-51.

Mohanram, P. S. (2005) Separating winners from losers among low book-to-market stocks using financial statement analysis. Review of Accounting Studies, 10(2), 133-170

Mohr, J. H. M. (2012). Utility of piotroski F-score for predicting growth-stock. Frankfurt, DE: MFIE Capital Working Paper.

Murphy, J. J. (1999). Technical analysis of the financial markets. New York, NY: New York Institute of Finance.

Myers, S., & Majluf, N. (1984). Corporate financing and investment decisions when firms have information that investors do not have. Journal of Financial Economics, 13(2), 187-221.

Penman, S. (1991). An evaluation of accounting rate-of return. Journal of Accounting, Auditting, and Finance, 6(2), 233-55.

Pilch, B. (2021). Analiza wskaźnika F-Score dla spółek giełdowych z branż IT i gier wideo [Analysis of the F-Score Indicator for listed companies from the IT and video games industries]. Annales Universitatis Mariae Curie-Skłodowska, sectio H - Oeconomia,  55(1), 41-50.

Piotroski, J. (2002). Value investing: The use of historical financial statement information to separate winners from losers. Journal of Accounting Research, 38(Supplement 2000), 1-41.

Porter, M. E. (1980). Competitive strategy: Techniques for analyzing industries and competitors. New York, NY: Free Press.

Rangapriya, S., & Meenakumari, J. (2021). Using Piotroski F-score for assessing financial health: Evidence from leading Indian private banks. Contemporary Issues in Management, 8(1), 117-132.

Rosenberg, B., Reid, K., & Lanstein, R. (1985). Persuasive evidence of market inefficiency. Journal of Porfolio Management, 11(3), 9-17.

Sloan, R. (1996). Do stock prices fully reflect information in accruals and cash flows about future earning? The Accounting Review, 71(3), 289-316.

Tantipanichkul, P. (2011). Separating winners from losers in Thai stock markets using financial statement analysis. Bangkok, Thailand: Thammasat University.

Tripathy, T., & Pani, B. (2017). Effect of F score on stock performance: Evidence from Indian equity market. International Journal of Economics and Finance, 9(2), 89-99.

Vo, Q. T., & Bui T. T. (2015). Kiểm định chiến lược đầu tư giá trị theo mô hình F-Score trên Sở Giao dịch Chứng khoán Thành phố Hồ Chí Minh [Testing the value investment strategies according to the F-Score model on the Ho Chi Minh City Stock Exchange] Tạp Chí Phát Triển Kinh Tế, 26(12), 69-87.

Williams, J. B. (1938). The theory of investment value. Cambridge, MA: Harvard University Press.

Xem thêm