Works matching DE "BOOK-to-market ratio"

Results: 77

The Effect of the Alternation in the Ruling Party on Three-Factor Risks and Returns in ETF: The Case of Presidential Elections in Taiwan.

Published in:

Emerging Markets Finance & Trade, 2016, v. 52, n. 4, p. 797, doi. 10.1080/1540496X.2015.1117867

By:

Chen, Chia-Pin;
Liu, Ying-Sing;
Hsu, Chih-Wen

Publication type:

Article

Capital Asset Pricing Model and Stochastic Volatility: A Case Study of India.

Published in:

2016

By:

Demir, Ender;
Fung, Ka Wai Terence;
Lu, Zhou

Publication type:

Case Study

Constructing a Multifactor Model for the Shanghai Stock Exchange.

Published in:

Emerging Markets Finance & Trade, 2015, v. 51, p. S51, doi. 10.1080/1540496X.2015.1026720

By:

Chen, Hsin-Hung;
Ku, Kuang-Ping;
Lee, Hsiu-Yu

Publication type:

Article

Hierarchical Determinants of Brazilian Stock Returns During the 2008 Financial Crisis.

Published in:

Emerging Markets Finance & Trade, 2014, v. 50, p. 51, doi. 10.2753/REE1540-496X5005S504

By:

Serra, Ricardo Goulart;
Martelanc, Roy

Publication type:

Article

Does Default Probability Matter in Latin American Emerging Markets?

Published in:

Emerging Markets Finance & Trade, 2013, v. 49, n. 5, p. 63, doi. 10.2753/REE1540-496X490504

By:

Abinzano, Isabel;
Muga, Luis;
Santamaría, Rafael

Publication type:

Article

The value premium within and across GICS industry sectors in a pre-financial collapse sample.

Published in:

Cogent Economics & Finance, 2015, v. 3, n. 1, p. 1, doi. 10.1080/23322039.2015.1045214

By:

Scislaw, Kenneth E.

Publication type:

Article

The investment return puzzle on the Johannesburg Stock Exchange.

Published in:

Investment Analysts Journal, 2018, v. 47, n. 3, p. 258, doi. 10.1080/10293523.2018.1497127

By:

Semnarayan, Pravin;
Ward, Michael;
Muller, Chris

Publication type:

Article

Asset Growth and Idiosyncratic Return Volatility.

Published in:

Review of Finance, 2016, v. 20, n. 3, p. 1235, doi. 10.1093/rof/rfv033

By:

Zhongzhi Song

Publication type:

Article

Don’t Fight the Fed!*.

Published in:

Review of Finance, 2014, v. 18, n. 2, p. 623, doi. 10.1093/rof/rft005

By:

Maio, Paulo

Publication type:

Article

Implied Price Risk and Momentum Strategy*.

Published in:

Review of Finance, 2014, v. 18, n. 2, p. 591, doi. 10.1093/rof/rft019

By:

Chuang, Hongwei;
Ho, Hwai-Chung

Publication type:

Article

The Relationship between Idiosyncratic Risk and Returns in the Brazilian Stock Market.

Published in:

Revista Contabilidade & Finanças - USP, 2012, v. 23, n. 60, p. 246

By:

Primo de Mendonça, Fernanda;
Cabus Klotzle, Marcelo;
Figueiredo Pinto, Antonio Carlos;
da Silva Montezano, Roberto Marcos

Publication type:

Article

Can Investment Shocks Explain the Cross Section of Equity Returns?

Published in:

Management Science, 2017, v. 63, n. 11, p. 3829, doi. 10.1287/mnsc.2016.2542

By:

Garlappi, Lorenzo;
Song, Zhongzhi

Publication type:

Article

BM(book-to-market ratio) factor: medium-term momentum and long-term reversal.

Published in:

Financial Innovation, 2018, v. 4, n. 1, p. 1, doi. 10.1186/s40854-017-0085-6

By:

Wei-qi, Liu;
Jingxing, Zhang

Publication type:

Article

Dynamic risk, accounting-based valuation and firm fundamentals.

Published in:

Review of Accounting Studies, 2013, v. 18, n. 4, p. 899, doi. 10.1007/s11142-013-9227-x

By:

Lyle, Matthew R.;
Callen, Jeffrey L.;
Elliott, Robert J.

Publication type:

Article

The Book-to-Market Anomaly in the Chinese Stock Markets.

Published in:

Journal of East Asian Economic Integration (JEAI), 2015, v. 19, n. 3, p. 223, doi. 10.11644/KIEP.JEAI.2015.19.3.297

By:

Kin-Yip Ho;
Jiyoun An;
Lanyue Zhou

Publication type:

Article

Determinants of the length of time a firm's book-to-market ratio is greater than one.

Published in:

Review of Quantitative Finance & Accounting, 2015, v. 45, n. 3, p. 509, doi. 10.1007/s11156-014-0445-5

By:

Oler, Mitchell

Publication type:

Article

VaR and the cross-section of expected stock returns: an emerging market evidence.

Published in:

Journal of Business Economics & Management, 2014, v. 15, n. 3, p. 441, doi. 10.3846/16111699.2012.744343

By:

Chen, Dar-Hsin;
Chen, Chun-Da;
Wu, Su-Chen

Publication type:

Article

Does Short Selling Amplify Price Declines or Align Stocks with Their Fundamental Values?

Published in:

Management Science, 2014, v. 60, n. 9, p. 2324, doi. 10.1287/mnsc.2013.1872

By:

Curtis, Asher;
Fargher, Neil L.

Publication type:

Article

Firm-Level Productivity, Risk, and Return.

Published in:

Management Science, 2014, v. 60, n. 8, p. 2073, doi. 10.1287/mnsc.2013.1852

By:

İmrohoroğlu, Ayşe;
Tüzel, Şelale

Publication type:

Article

International Diversification with Factor Funds.

Published in:

Management Science, 2010, v. 56, n. 9, p. 1500, doi. 10.1287/mnsc.1100.1191

By:

Eun, Cheol S.;
Lai, Sandy;
de Roon, Frans A.;
Zhang, Zhe

Publication type:

Article

FUNDAMENTAL ANOMALIES CONNECTED WITH THE VALUE OF MARKET MULTIPLES AND FIRM SIZE.

Published in:

Acta Scientiarum Polonorum. Oeconomia, 2016, v. 15, n. 1, p. 99

By:

Rutkowska-Ziarko, Anna;
Gęstwicki, Filip;
Williamson, Trevor

Publication type:

Article

HİSSE SENEDİ DEĞERLENDİRME YÖNTEMLERİNİN YATIRIM KARARLARINDAKİ BAŞARISININ DEĞERLENDİRİLMESİ.

Published in:

International Journal of Economic & Administrative Studies, 2014, v. 7, n. 13, p. 155

By:

KURTARAN, Ahmet

Publication type:

Article

Asset Pricing and Share Reforms: An Anatomy of China's Investable Stocks.

Published in:

Asia-Pacific Financial Markets, 2014, v. 21, n. 1, p. 15, doi. 10.1007/s10690-013-9174-3

By:

Li, Xiao-Ming

Publication type:

Article

Reexamining the Robustness of the Market Value of Equity.

Published in:

Asia-Pacific Financial Markets, 2001, v. 8, n. 2, p. 61, doi. 10.1023/A:1011988915768

By:

Garza-Gómez, Xavier;
Hodoshima, Jiro;
Kunimura, Michio

Publication type:

Article

Evaluate Multifactor Asset Pricing Models to Explain Market Anomalies Applicable Test in the Saudi Stock Market.

Published in:

Arab Journal of Administration, 2016, v. 36, n. 1, p. 491, doi. 10.21608/aja.2016.17599

By:

Mahran, Sahar M. R.;
Heshmat, Nesma A.

Publication type:

Article

A Comparison of the Efficacy of Liquidity, Momentum, Size and Book-to-Market Value Factors in Equity Pricing on a Heterogeneous Sample: Evidence from Asia.

Published in:

Financial Markets, Institutions & Instruments, 2016, v. 25, n. 4, p. 253, doi. 10.1111/fmii.12078

By:

Hearn, Bruce

Publication type:

Article

Returns from Financial Statement Analysis Among Low Book-to-Market Stocks: Evidence from India.

Published in:

IUP Journal of Applied Finance, 2016, v. 22, n. 2, p. 47

By:

Aggarwal, Navdeep;
Gupta, Mohit

Publication type:

Article

Does Value Premium Exist in India?

Published in:

IUP Journal of Applied Economics, 2015, v. 14, n. 2, p. 54

By:

Paul, Samit;
Karmakar, Madhusudan

Publication type:

Article

Shareholder say on pay and CEO compensation: three strikes and the board is out.

Published in:

Accounting & Finance, 2017, v. 57, n. 3, p. 701, doi. 10.1111/acfi.12176

By:

Grosse, Matthew;
Kean, Stephen;
Scott, Tom;
Smith, Tom

Publication type:

Article

Correlated implied volatility with jump and cross section of stock returns.

Published in:

Accounting & Finance, 2016, v. 56, n. 4, p. 1187, doi. 10.1111/acfi.12111

By:

Ze‐To, Samuel;
Cahan, Steven

Publication type:

Article

Analysing the market-book value relation in large Australian and US firms: implications for fundamental analysis and the market-book ratio.

Published in:

Accounting & Finance, 2016, v. 56, n. 4, p. 1017, doi. 10.1111/acfi.12117

By:

Clout, Victoria J.;
Willett, Roger;
Smith, Tom

Publication type:

Article

Value versus growth: Australian evidence.

Published in:

Accounting & Finance, 2013, v. 53, n. 2, p. 393, doi. 10.1111/j.1467-629X.2012.00474.x

By:

Gharghori, Philip;
Stryjkowski, Sebastian;
Veeraraghavan, Madhu

Publication type:

Article

Takeovers and the Size Effect.

Published in:

Quarterly Journal of Finance & Accounting, 2014, v. 52, n. 3/4, p. 53

By:

GOLDIE, BRADLEY A.

Publication type:

Article

LIQUIDITY AND STOCK RETURNS: NEW EVIDENCE FROM JOHANNESBURG STOCK EXCHANGE.

Published in:

Journal of Developing Areas, 2019, v. 53, n. 2, p. 79, doi. 10.1353/jda.2019.0022

By:

Marozva, Godfrey

Publication type:

Article

The Market Value and Reputational Effects from Lost Confidential Information.

Published in:

International Journal of Financial Management, 2015, v. 5, n. 4, p. 18, doi. 10.21863/ijfm/2015.5.4.020

By:

Tanimura, Joseph K.;
Wehrly, Eric W.

Publication type:

Article

Conservatism in Accounting: An Empirical Study of Indian Companies.

Published in:

International Journal of Financial Management, 2015, v. 5, n. 3, p. 30, doi. 10.21863/ijfm/2015.5.3.015

By:

Chopra, Seema

Publication type:

Article

The Cross-Section and Cyclical Analysis of Expected Stock Returns: Evidence from China's A-Share Market.

Published in:

Revista de Cercetare si Interventie Sociala, 2016, n. 53, p. 213

By:

Haizhen YANG;
Chao MI;
Qi YIN;
Chuzhao WANG;
Xueyang JI

Publication type:

Article

Directors' and Officers' Liability Insurance and Firm Performance: Evidence from Taiwan.

Published in:

Asia-Pacific Journal of Risk & Insurance, 2018, v. 12, n. 2, p. 1, doi. 10.1515/apjri-2017-0025

By:

Bingsheng Yi;
Chia-wei Chen;
Barry Lin

Publication type:

Article

The Cross-Section of Expected Stock Returns in Brazil.

Published in:

2016

By:

Varga, Gyorgy;
Brito, Ricardo D.

Publication type:

Abstract

CAPM Condicional: Betas Variantes no Tempo no Mercado Brasileiro.

Published in:

Brazilian Review of Finance / Revista Brasileira de Finanças, 2014, v. 12, n. 2, p. 163, doi. 10.12660/rbfin.v12n2.2014.13942

By:

Fischberg Blank, Frances;
Samanez, Carlos Patricio;
Nanda Baidya, Tara Keshar;
Lucena Aiube, Fernando Antonio

Publication type:

Article

Evaluating the SDC Mergers and Acquisitions Database.

Published in:

Financial Review, 2014, v. 49, n. 4, p. 793, doi. 10.1111/fire.12057

By:

Barnes, Beau Grant;
L. Harp, Nancy;
Oler, Derek

Publication type:

Article

Book-to-Market, Mispricing, and the Cross Section of Corporate Bond Returns.

Published in:

Journal of Financial & Quantitative Analysis, 2025, v. 60, n. 3, p. 1185, doi. 10.1017/S0022109024000048

By:

Bartram, Söhnke M.;
Grinblatt, Mark;
Nozawa, Yoshio

Publication type:

Article

Risk, Uncertainty, and Expected Returns.

Published in:

Journal of Financial & Quantitative Analysis, 2016, v. 51, n. 3, p. 707, doi. 10.1017/S0022109016000417

By:

Bali, Turan G.;
Zhou, Hao

Publication type:

Article

A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns.

Published in:

Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 5/6, p. 1133, doi. 10.1017/S0022109014000489

By:

Garcia, René;
Mantilla-García, Daniel;
Martellini, Lionel

Publication type:

Article

The Role of Growth Options in Explaining Stock Returns.

Published in:

Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 3, p. 749, doi. 10.1017/S0022109014000118

By:

Trigeorgis, Lenos;
Lambertides, Neophytos

Publication type:

Article

Modeling the Cross Section of Stock Returns: A Model Pooling Approach.

Published in:

Journal of Financial & Quantitative Analysis, 2012, v. 47, n. 6, p. 1331, doi. 10.1017/S0022109012000518

By:

O’Doherty, Michael;
Savin, N. E.;
Tiwari, Ashish

Publication type:

Article

Intertemporal Asset Pricing: Preliminary Evidence from an Emerging Economy.

Published in:

Lahore Journal of Business, 2013, v. 1, n. 2, p. 27, doi. 10.35536/ljb.2013.v1.i2.a2

By:

Rehman, Amna;
Mirza, Nawazish

Publication type:

Article

Intangible assets and the book‐to‐market effect.

Published in:

European Financial Management, 2019, v. 25, n. 1, p. 207, doi. 10.1111/eufm.12148

By:

Park, Hyuna

Publication type:

Article

Portfolio Overlapping Bias in Tests of the Fama-French Three-Factor Model.

Published in:

European Financial Management, 2016, v. 22, n. 3, p. 367, doi. 10.1111/eufm.12064

By:

Tauscher, Kathrin;
Wallmeier, Martin

Publication type:

Article

Nonparametric testing for anomaly effects in empirical asset pricing models.

Published in:

Empirical Economics, 2015, v. 48, n. 1, p. 9, doi. 10.1007/s00181-014-0846-2

By:

Jin, Sainan;
Su, Liangjun;
Zhang, Yonghui

Publication type:

Article