The Application of Piotroski's f-Score in Selecting the Company's Stock Market
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Tanzesi He, Bing Tan
In general, Piotroski’s F-score works in picking out winners among high book-to-market stocks in Europe. The benefits that this fundamental analysis strategy brings are most significant among the largest size value firms over two-year holding period. Given the high F-score, value firms with more R&D expenses tend to have better performance in future returns.
F-score, Value, Europe, Stock market