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Science versus Reality on the New York Stock Exchange
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Overview; Profile of John Maynard
Keynes; Keynes Timeless Essay on the Stock Market
Quantitative
Strategies for Outperforming the Market – Reality or Hoax
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High Growth vs. Cyclical Stocks - Important Differences in the Factors
Affecting Price Performance
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Earnings Estimate Revisions and Earnings Surprises in Relation to Stock
Prices
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Earnings Expectations and Security
Prices
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Consensus estimate revisions and stock prices in declining markets
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Twenty Three Quarter Backtest for
Twelve Indicators of Investment Attractiveness
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Seventy Five Quarter Backtest for Three
Indicators of Investment Attractiveness
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Investment Characteristics of
Stocks Ranked #1 (best) and #5 (worst) on the Value Line Timeliness
Rating
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Illustration of the Importance of
Value-weighted Stock Selection Criteria to Portfolio Performance
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Evidence on the Mispricing of
Common Stocks -- The DJIA Reexamined
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Cycligraphs of Company Earnings and
Stock Prices Illustrating Earnings Dominate Influence Over Prices
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Price Performance Given Perfect
Knowledge of Six-month Earnings Estimates Revisions
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Review of Some Statistical
Properties of Stock Returns
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The Conceptual Foundation of Rank
Order Selection Models
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implications
of the yield to maturity calculation
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selected exhibits
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The "Problem" with Quantitative
Stock Selection Strategies
The Capital
Asset Pricing Model Revisited – Reality or Hoax
Modern Portfolio Theory and the Capital Asset
Pricing Model can tell us a lot about how stock prices and portfolio
values behave but very little about why they behave that way. For answers
to the “why” question we must look to John Keynes and Benjamin Graham.
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Review of Historic
Returns for Common Stocks and Corporate Bonds
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Two Points of View about Risk and Return in the Long Run –
Modigliani vs. Keynes
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The Defined Future Earnings Stock Valuation Model and the Riddle of
Perpetual Claims
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Quantum Mechanics and Modern Capital Market Theory
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Evidence that Articles in "The Journal of Finance" (i.e., Financial
Rocket Science) are a Losing Proposition with Corporate America
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A Critique of Reaganomics by Paul Samuelson Transformed into an
Indictment of DDM/IRR
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Wages on Wall Street
vs. Wages for Professors of Finance - A Case Study in Market
Efficiency
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