Accounting information vs. financial market information in explaining stock returns: Evidence from publicly listed non-financial firms in the ASEAN-5 stock markets from 2010 to 2020

• Main Authors: Roque, Roseanne N., Sarmiento, Marielle Lissette U., Tumambing, Yanesah Ann L., Yap, Mary Gabrielle Eligius A.
• Format: text
• Language: English
• Published: Animo Repository 2022
• Subjects: Stocks—Rate of return—Information services; Accounting; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etdb_acc/13; https://animorepository.dlsu.edu.ph/cgi/viewcontent.cgi?article=1070&context=etdb_acc
• Institution: De La Salle University

In the presence of market inefficiencies, investors continue to heavily rely on public information from financial markets and financial statements in their investment decisions. Hence, the aim of this paper is to determine which between accounting information and financial market information explain...