Works matching DE "BOOK-to-market ratio"
Results: 76
Evaluate Multifactor Asset Pricing Models to Explain Market Anomalies Applicable Test in the Saudi Stock Market.
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- Arab Journal of Administration, 2016, v. 36, n. 1, p. 491, doi. 10.21608/aja.2016.17599
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- Article
Evaluating the SDC Mergers and Acquisitions Database.
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- Financial Review, 2014, v. 49, n. 4, p. 793, doi. 10.1111/fire.12057
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- Article
Using book-to-market ratio, accounting strength, and momentum to construct a value investing strategy: the case of Spain.
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- Spanish Journal of Finance & Accounting / Revista Espanola de Financiacion y Contabilidad, 2019, v. 48, n. 1, p. 21, doi. 10.1080/02102412.2018.1461460
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- Article
ASSET ALLOCATION USING THE FAMA-FRENCH VALUE FACTOR.
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- Journal of Technical Analysis, 2016, n. 69, p. 92
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- Article
Determinants of the length of time a firm's book-to-market ratio is greater than one.
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- Review of Quantitative Finance & Accounting, 2015, v. 45, n. 3, p. 509, doi. 10.1007/s11156-014-0445-5
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- Article
Dynamic risk, accounting-based valuation and firm fundamentals.
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- Review of Accounting Studies, 2013, v. 18, n. 4, p. 899, doi. 10.1007/s11142-013-9227-x
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- Article
The Market Value and Reputational Effects from Lost Confidential Information.
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- International Journal of Financial Management, 2015, v. 5, n. 4, p. 18, doi. 10.21863/ijfm/2015.5.4.020
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- Article
Conservatism in Accounting: An Empirical Study of Indian Companies.
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- International Journal of Financial Management, 2015, v. 5, n. 3, p. 30, doi. 10.21863/ijfm/2015.5.3.015
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- Article
Intertemporal Asset Pricing: Preliminary Evidence from an Emerging Economy.
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- Lahore Journal of Business, 2013, v. 1, n. 2, p. 27, doi. 10.35536/ljb.2013.v1.i2.a2
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- Article
HİSSE SENEDİ DEĞERLENDİRME YÖNTEMLERİNİN YATIRIM KARARLARINDAKİ BAŞARISININ DEĞERLENDİRİLMESİ.
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- International Journal of Economic & Administrative Studies, 2014, v. 7, n. 13, p. 155
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- Article
Non-Tradable Share Reform, Liquidity, and Stock Returns in China.
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- International Review of Finance, 2015, v. 15, n. 1, p. 27, doi. 10.1111/irfi.12043
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- Article
The Calendar Structure of the Japanese Stock Market: The 'Sell in May Effect' versus the ' Dekansho-bushi Effect' The Calendar Structure of the Japanese Stock Market: The 'Sell in May Effect' versus the ' Dekansho-bushi Effect'.
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- International Review of Finance, 2013, v. 13, n. 2, p. 161, doi. 10.1111/irfi.12003
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- Article
Intangible assets and the book‐to‐market effect.
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- European Financial Management, 2019, v. 25, n. 1, p. 207, doi. 10.1111/eufm.12148
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- Article
Portfolio Overlapping Bias in Tests of the Fama-French Three-Factor Model.
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- European Financial Management, 2016, v. 22, n. 3, p. 367, doi. 10.1111/eufm.12064
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- Article
Nonparametric testing for anomaly effects in empirical asset pricing models.
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- Empirical Economics, 2015, v. 48, n. 1, p. 9, doi. 10.1007/s00181-014-0846-2
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- Article
International Diversification with Factor Funds.
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- Management Science, 2010, v. 56, n. 9, p. 1500, doi. 10.1287/mnsc.1100.1191
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- Article
BM(book-to-market ratio) factor: medium-term momentum and long-term reversal.
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- Financial Innovation, 2018, v. 4, n. 1, p. 1, doi. 10.1186/s40854-017-0085-6
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- Article
Is There a Presidential Election Cycle in Firm Financials?
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- Review of Pacific Basin Financial Markets & Policies, 2016, v. 19, n. 2, p. -1, doi. 10.1142/S0219091516500107
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- Article
REIT Momentum and Characteristic-Related REIT Returns.
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- Journal of Real Estate Finance & Economics, 2013, v. 47, n. 3, p. 564, doi. 10.1007/s11146-012-9371-2
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- Article
The value premium within and across GICS industry sectors in a pre-financial collapse sample.
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- Cogent Economics & Finance, 2015, v. 3, n. 1, p. 1, doi. 10.1080/23322039.2015.1045214
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- 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.
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- Financial Markets, Institutions & Instruments, 2016, v. 25, n. 4, p. 253, doi. 10.1111/fmii.12078
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- Article
Takeovers and the Size Effect.
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- Quarterly Journal of Finance & Accounting, 2014, v. 52, n. 3/4, p. 53
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- Article
Growth/Value, Market Cap, and Momentum.
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- Journal of Investing, 2014, v. 23, n. 1, p. 33, doi. 10.3905/joi.2014.23.1.033
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- Article
Risk, Uncertainty, and Expected Returns.
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- Journal of Financial & Quantitative Analysis, 2016, v. 51, n. 3, p. 707, doi. 10.1017/S0022109016000417
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- Article
A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 5/6, p. 1133, doi. 10.1017/S0022109014000489
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- Article
The Role of Growth Options in Explaining Stock Returns.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 3, p. 749, doi. 10.1017/S0022109014000118
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- Article
Modeling the Cross Section of Stock Returns: A Model Pooling Approach.
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- Journal of Financial & Quantitative Analysis, 2012, v. 47, n. 6, p. 1331, doi. 10.1017/S0022109012000518
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- Article
Shareholder say on pay and CEO compensation: three strikes and the board is out.
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- Accounting & Finance, 2017, v. 57, n. 3, p. 701, doi. 10.1111/acfi.12176
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- Article
Correlated implied volatility with jump and cross section of stock returns.
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- Accounting & Finance, 2016, v. 56, n. 4, p. 1187, doi. 10.1111/acfi.12111
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- Article
Analysing the market-book value relation in large Australian and US firms: implications for fundamental analysis and the market-book ratio.
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- Accounting & Finance, 2016, v. 56, n. 4, p. 1017, doi. 10.1111/acfi.12117
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- Article
Value versus growth: Australian evidence.
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- Accounting & Finance, 2013, v. 53, n. 2, p. 393, doi. 10.1111/j.1467-629X.2012.00474.x
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- Article
Asset Pricing and Share Reforms: An Anatomy of China's Investable Stocks.
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- Asia-Pacific Financial Markets, 2014, v. 21, n. 1, p. 15, doi. 10.1007/s10690-013-9174-3
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- Article
Reexamining the Robustness of the Market Value of Equity.
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- Asia-Pacific Financial Markets, 2001, v. 8, n. 2, p. 61, doi. 10.1023/A:1011988915768
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- Article
The Effect of the Alternation in the Ruling Party on Three-Factor Risks and Returns in ETF: The Case of Presidential Elections in Taiwan.
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- Emerging Markets Finance & Trade, 2016, v. 52, n. 4, p. 797, doi. 10.1080/1540496X.2015.1117867
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- Article
Capital Asset Pricing Model and Stochastic Volatility: A Case Study of India.
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- 2016
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- Publication type:
- Case Study
Constructing a Multifactor Model for the Shanghai Stock Exchange.
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- Emerging Markets Finance & Trade, 2015, v. 51, p. S51, doi. 10.1080/1540496X.2015.1026720
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- Article
Hierarchical Determinants of Brazilian Stock Returns During the 2008 Financial Crisis.
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- Emerging Markets Finance & Trade, 2014, v. 50, p. 51, doi. 10.2753/REE1540-496X5005S504
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- Article
Does Default Probability Matter in Latin American Emerging Markets?
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- Emerging Markets Finance & Trade, 2013, v. 49, n. 5, p. 63, doi. 10.2753/REE1540-496X490504
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- Article
INFORMATIC MODEL USED FOR THE EVALUATION OF TITLES ON STOCK.
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- Knowledge Horizons / Orizonturi ale Cunoasterii, 2018, v. 10, n. 1, p. 63
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- Article
Continental and National Differences in the Financial Ratios of Investment Banking Companies: An Application of the Altman Z Model.
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- Journal of Accounting & Finance (2158-3625), 2016, v. 16, n. 3, p. 37
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- Article
The Use of Accounting Screens for Separating Winners from Losers Among the S&P 500 Stocks.
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- Journal of Accounting & Finance (2158-3625), 2016, v. 16, n. 1, p. 45
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- Article
Investment style of Jordanian mutual funds.
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- International Journal of Economic Sciences & Applied Research, 2012, v. 5, n. 2, p. 113
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- Article
Practical Applications of Book-to-Market and the Cross-Section of Expected Returns in International Stock Markets.
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- Journal of Portfolio Management, 2014, p. 20
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- Article
Book-to-Market and the Cross-Section of Expected Returns in International Stock Markets.
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- Journal of Portfolio Management, 2013, v. 39, n. 2, p. 101, doi. 10.3905/jpm.2013.39.2.101
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- Publication type:
- Article
The Book-to-Market Anomaly in the Chinese Stock Markets.
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- Journal of East Asian Economic Integration (JEAI), 2015, v. 19, n. 3, p. 223, doi. 10.11644/KIEP.JEAI.2015.19.3.297
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- Article
Directors' and Officers' Liability Insurance and Firm Performance: Evidence from Taiwan.
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- Asia-Pacific Journal of Risk & Insurance, 2018, v. 12, n. 2, p. 1, doi. 10.1515/apjri-2017-0025
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- Article
Fama-French Model and the Time Variation in Systematic Risk.
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- IUP Journal of Financial Risk Management, 2017, v. 14, n. 3, p. 32
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- Article
The Cross-Section of Expected Stock Returns in Brazil.
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- 2016
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- Abstract
CAPM Condicional: Betas Variantes no Tempo no Mercado Brasileiro.
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- Brazilian Review of Finance / Revista Brasileira de Finanças, 2014, v. 12, n. 2, p. 163, doi. 10.12660/rbfin.v12n2.2014.13942
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- Article
VaR and the cross-section of expected stock returns: an emerging market evidence.
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- Journal of Business Economics & Management, 2014, v. 15, n. 3, p. 441, doi. 10.3846/16111699.2012.744343
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- Article