Works matching DE "BOOK-to-market ratio"

Results: 77

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

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

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

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

ON THE ROBUSTNESS OF THE EXTENDED FAMA-FRENCH THREE FACTOR MODEL.

Published in:

Indonesian Capital Market Review, 2017, v. 9, n. 2, p. 1

By:

AWWALIYAH, INTAN NURUL;
HUSODO, ZAAFRI A.

Publication type:

Article

AN ANALYSIS OF STOCK REPURCHASE TRANSACTION USING A PANEL DATA SAMPLE SELECTION MODEL.

Published in:

Annals of Financial Economics, 2014, v. 9, n. 1, p. -1, doi. 10.1142/S2010495214500031

By:

KUO, CHII-SHYAN;
YU, SHIH-TI;
LIAO, CHE-CHING

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

Investment style of Jordanian mutual funds.

Published in:

International Journal of Economic Sciences & Applied Research, 2012, v. 5, n. 2, p. 113

By:

Hacini, Ishaq;
Dahou, Khadra;
Benbouziane, Mohamed

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

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

REIT Momentum and Characteristic-Related REIT Returns.

Published in:

Journal of Real Estate Finance & Economics, 2013, v. 47, n. 3, p. 564, doi. 10.1007/s11146-012-9371-2

By:

Goebel, Paul;
Harrison, David;
Mercer, Jeffrey;
Whitby, Ryan

Publication type:

Article

The Human Capital That Matters: Expected Returns and High-Income Households.

Published in:

Review of Financial Studies, 2016, v. 29, n. 9, p. 2523, doi. 10.1093/rfs/hhw048

By:

Campbell, Sean D.;
Delikouras, Stefanos;
Danling Jiang;
Korniotis, George M.

Publication type:

Article

Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments.

Published in:

Review of Financial Studies, 2015, v. 28, n. 7, p. 2128, doi. 10.1093/rfs/hhu075

By:

Xiaohui Gao;
Tse-Chun Lin

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

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

Using book-to-market ratio, accounting strength, and momentum to construct a value investing strategy: the case of Spain.

Published in:

Spanish Journal of Finance & Accounting / Revista Espanola de Financiacion y Contabilidad, 2019, v. 48, n. 1, p. 21, doi. 10.1080/02102412.2018.1461460

By:

Forner, Carlos;
Vázquez Veira, Pablo J.

Publication type:

Article

ASSET ALLOCATION USING THE FAMA-FRENCH VALUE FACTOR.

Published in:

Journal of Technical Analysis, 2016, n. 69, p. 92

By:

Oversby, Kevin

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

Growth/Value, Market Cap, and Momentum.

Published in:

Journal of Investing, 2014, v. 23, n. 1, p. 33, doi. 10.3905/joi.2014.23.1.033

By:

WANG, JUN;
BROOKS, ROBERT;
LU, XING;
HOLZHAUER, HUNTER M

Publication type:

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.

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

Is There a Presidential Election Cycle in Firm Financials?

Published in:

Review of Pacific Basin Financial Markets & Policies, 2016, v. 19, n. 2, p. -1, doi. 10.1142/S0219091516500107

By:

Sturm, Ray R.

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

DEBT IPO WAVES, INVESTOR SENTIMENT, MARKET CONDITIONS, AND ISSUE QUALITY.

Published in:

Journal of Financial Research, 2013, v. 36, n. 4, p. 435, doi. 10.1111/jfir.12018

By:

Cai, Kelly Nianyun;
Jiang, Xiaoquan;
Lee, Hei Wai

Publication type:

Article

THE SHRINKING SPACE FOR ANOMALIES.

Published in:

Journal of Financial Research, 2013, v. 36, n. 3, p. 299, doi. 10.1111/j.1475-6803.2013.12012.x

By:

Jiang, George J.;
Zhang, Andrew Jianzhong

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 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

Non-Tradable Share Reform, Liquidity, and Stock Returns in China.

Published in:

International Review of Finance, 2015, v. 15, n. 1, p. 27, doi. 10.1111/irfi.12043

By:

Hung, Chi ‐ Hsiou D.;
Chen, Qiuliang;
Fang, Victor

Publication type:

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'.

Published in:

International Review of Finance, 2013, v. 13, n. 2, p. 161, doi. 10.1111/irfi.12003

By:

Sakakibara, Shigeki;
Yamasaki, Takashi;
Okada, Katsuhiko

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

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

Continental and National Differences in the Financial Ratios of Investment Banking Companies: An Application of the Altman Z Model.

Published in:

Journal of Accounting & Finance (2158-3625), 2016, v. 16, n. 3, p. 37

By:

Brou, Francois Bossomakou;
Krueger, Thomas M.

Publication type:

Article

The Use of Accounting Screens for Separating Winners from Losers Among the S&P 500 Stocks.

Published in:

Journal of Accounting & Finance (2158-3625), 2016, v. 16, n. 1, p. 45

By:

Geyfman, Victoria;
Wimmer, Hayden;
Rada, Roy

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

Fama-French Model and the Time Variation in Systematic Risk.

Published in:

IUP Journal of Financial Risk Management, 2017, v. 14, n. 3, p. 32

By:

Akhtar, Samreen;
Ansari, Valeed Ahmad;
Ansari, Saghir Ahmad

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

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

Systematic Risk Changes, Negative Realized Excess Returns and Time-Varying CAPM Beta.

Published in:

Finance a Uver: Czech Journal of Economics & Finance, 2015, v. 65, n. 2, p. 167

By:

NOVAK, Jiri

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

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