Works matching DE "BOOK-to-market ratio"
Results: 76
LIQUIDITY AND STOCK RETURNS: NEW EVIDENCE FROM JOHANNESBURG STOCK EXCHANGE.
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- Journal of Developing Areas, 2019, v. 53, n. 2, p. 79, doi. 10.1353/jda.2019.0022
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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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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
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
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
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
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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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
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 investment return puzzle on the Johannesburg Stock Exchange.
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- Investment Analysts Journal, 2018, v. 47, n. 3, p. 258, doi. 10.1080/10293523.2018.1497127
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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
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
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
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
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
Systematic Risk Changes, Negative Realized Excess Returns and Time-Varying CAPM Beta.
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- Finance a Uver: Czech Journal of Economics & Finance, 2015, v. 65, n. 2, p. 167
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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
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
DEBT IPO WAVES, INVESTOR SENTIMENT, MARKET CONDITIONS, AND ISSUE QUALITY.
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- Journal of Financial Research, 2013, v. 36, n. 4, p. 435, doi. 10.1111/jfir.12018
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- Article
THE SHRINKING SPACE FOR ANOMALIES.
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- Journal of Financial Research, 2013, v. 36, n. 3, p. 299, doi. 10.1111/j.1475-6803.2013.12012.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
The Cross-Section and Cyclical Analysis of Expected Stock Returns: Evidence from China's A-Share Market.
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- Revista de Cercetare si Interventie Sociala, 2016, n. 53, p. 213
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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
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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Capital Asset Pricing Model and Stochastic Volatility: A Case Study of India.
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- 2016
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- Case Study
ON THE ROBUSTNESS OF THE EXTENDED FAMA-FRENCH THREE FACTOR MODEL.
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- Indonesian Capital Market Review, 2017, v. 9, n. 2, p. 1
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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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AN ANALYSIS OF STOCK REPURCHASE TRANSACTION USING A PANEL DATA SAMPLE SELECTION MODEL.
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- Annals of Financial Economics, 2014, v. 9, n. 1, p. -1, doi. 10.1142/S2010495214500031
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- Article
THE "FIRM-SPECIFIC RETURN VARIATION": A MEASURE OF PRICE INFORMATIVENESS OR INFORMATION ASYMMETRY?
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- Annals of Financial Economics, 2005, v. 1, n. 1, p. -1, doi. 10.1142/S2010495205500041
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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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Stock Liquidity Risk and the Cross-sectional Earnings-Returns Relationship.
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- Journal of Business Finance & Accounting, 2016, v. 43, n. 9/10, p. 1121, doi. 10.1111/jbfa.12209
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- Article
Accounting Ratios and the Cross-section of Expected Stock Returns.
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- Journal of Business Finance & Accounting, 2014, v. 41, n. 9/10, p. 1157, doi. 10.1111/jbfa.12092
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- Article
Book-to-Market Equity, Asset Correlations and the Basel Capital Requirement.
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- Journal of Business Finance & Accounting, 2013, v. 40, n. 7/8, p. 991, doi. 10.1111/jbfa.12029
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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
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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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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Can Investment Shocks Explain the Cross Section of Equity Returns?
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- Management Science, 2017, v. 63, n. 11, p. 3829, doi. 10.1287/mnsc.2016.2542
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- Article
Does Short Selling Amplify Price Declines or Align Stocks with Their Fundamental Values?
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- Management Science, 2014, v. 60, n. 9, p. 2324, doi. 10.1287/mnsc.2013.1872
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- Article
Firm-Level Productivity, Risk, and Return.
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- Management Science, 2014, v. 60, n. 8, p. 2073, doi. 10.1287/mnsc.2013.1852
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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