Carlos Forner

Universidad de Alicante-Dpto. Economía Financiera

Ctra. S. Vicente s/n

03690-S. Vicente del Raspeig

Alicante, San Vicente del Raspeig - Alicante 03690

Spain

SCHOLARLY PAPERS

5

DOWNLOADS

1,271

TOTAL CITATIONS

1

Scholarly Papers (5)

1.

The Contrarian Strategy in the Spanish Stock Market

Number of pages: 44 Posted: 02 Jan 2001
Carlos Forner and Joaquin Marhuenda
Universidad de Alicante-Dpto. Economía Financiera and Universidad de Alicante - Department of Economic Analysis
Downloads 809 (66,831)
Citation 1

Abstract:

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Efficiency, overreaction, risk, beta

2.

Momentum Returns in the Spanish Stock Market: Model Misspecification or Investor Irrationality?

Number of pages: 40 Posted: 14 May 2004
Carlos Forner and Joaquin Marhuenda
Universidad de Alicante-Dpto. Economía Financiera and Universidad de Alicante - Department of Economic Analysis
Downloads 318 (206,658)

Abstract:

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momentum, risk factors, behavioural models

3.

Using Book-to-Market Ratio, Accounting Strength, and Momentum to Construct a Value Investing Strategy: The Case of Spain

REFC – Spanish Journal of Finance and Accounting, Forthcoming
Number of pages: 49 Posted: 25 May 2018
Carlos Forner and Pablo J. Vazquez Veira
Universidad de Alicante-Dpto. Economía Financiera and University of Alicante - Finance & Accounting
Downloads 97 (592,431)

Abstract:

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value-growth stocks, mispricing, rational pricing, momentum, accounting strength, expectational errors, accounting-based fundamental strength

4.

Expectation Errors and Momentum Stages

Number of pages: 58 Posted: 15 Feb 2023
Carlos Forner
Universidad de Alicante-Dpto. Economía Financiera
Downloads 47 (878,082)

Abstract:

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momentum stages, value-growth stocks, F_Score, expectation errors, momentum life cycle

5.

Post-Earnings Announcement Drift in Spain and Behavioural Finance Models

European Accounting Review, Forthcoming
Posted: 01 Nov 2009
Carlos Forner and Sonia Sanabria
Universidad de Alicante-Dpto. Economía Financiera and Universidad de Alicante-Dpto. Economía Financiera

Abstract:

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post-earnings announcement drift, momentum, behavioural finance