Half a century of research on Value Line: a comprehensive review

Y Zhang, B Alexander - Managerial Finance, 2016 - emerald.com
Purpose–The purpose of this paper is to present a comprehensive review of literature on
Value Line. First, the authors summarize the literature examining the Value Line enigma …

Conditional violation of weak-form market efficiency

B Jansen - Managerial Finance, 2020 - emerald.com
Purpose Many prior tests of market efficiency, which occurred decades ago, were limited by
data and did not employ methodology to correct for leptokurtosis in the stock return …

A Financial Profile of Firms Awarded the Highest Technical Ratings by Value Line in a Period of High Economic Growth

BC Payne, M Beauchesne, M Tyler - Advances in Business …, 2020 - journals.sfu.ca
This study examines the financial characteristics of the group of firms that have been
identified by Value Line as having the highest technical ratings in their database during the …

An investment strategy based on Value Line's dual-rank system

Y Zhang, R Zhao - The Journal of Investing, 2011 - joi.pm-research.com
In this study, we document that the Value Line enigma originating from a timeliness single-
sort portfolio no longer holds once trading costs are taken into account. In addition, we …

The nonlinear connection between 52-week high and announcement effect of insider trading—Evidence from mainland China and Taiwan

CC Chu, CY Chang, RJ Zhou - Economic Modelling, 2021 - Elsevier
Employing two regulatory experiments including the pre-disclosure of insider sales in the
Taiwan and the post-disclosure in China, this study investigates the different thinking of …

Estimating nonlinear effects of management styles in the US equity market using a classifier neural network

S Warrick - Proceedings of the 2002 International Joint …, 2002 - ieeexplore.ieee.org
The authors use a classifier neural network to predict stock factor returns. Training files with
four months of fundamental factor data classify stocks as" buy"" hold" or" sell" based on the …