Abstract

http://ssrn.com/abstract=1436207
 
 

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Returns to Selecting Value Stocks in Australia – The Aby Filters


Bruce James Vanstone


Bond University

Tobias Hahn


Bond University

Gavin Finnie


Bond University

July 19, 2009

22nd Australasian Finance and Banking Conference 2009

Abstract:     
The development of the Financial Crisis throughout 2008 and into 2009 has caused many fund managers to question their Growth based investment models. Interest appears to again be rekindled in the traditional Value based models, where investment decisions are based on sound company fundamentals rather than abstract future growth expectations. This paper reviews a specific set of value based filters for selecting undervalued stocks which appeared in a series of papers published soon after the 2000 Dot-Com debacle. This paper documents the performance of these filters in the Australian stockmarket.

Number of Pages in PDF File: 6

Keywords: fundamental analysis

working papers series





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Date posted: July 21, 2009  

Suggested Citation

Vanstone, Bruce James and Hahn, Tobias and Finnie, Gavin, Returns to Selecting Value Stocks in Australia – The Aby Filters (July 19, 2009). 22nd Australasian Finance and Banking Conference 2009. Available at SSRN: http://ssrn.com/abstract=1436207 or http://dx.doi.org/10.2139/ssrn.1436207

Contact Information

Bruce James Vanstone (Contact Author)
Bond University ( email )
Gold Coast, QLD 4229
Australia
Tobias Hahn
Bond University ( email )
Gold Coast, QLD 4229
Australia
Gavin Finnie
Bond University ( email )
Gold Coast, QLD 4229
Australia
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