RayAccounting & Finance, O’Rahilly Building, University College Cork, Western Road, Cork, Ireland;elsevierJournal of Behavioral & Experimental FinanceDonnelly, R. (2014). The book-to-market ratio, optimism and valuation. Journal of Behavioral and Experimental Finance, 4, 14-24....
待解决 悬赏分:1 - 离问题结束还有 the book-to-market ratio,问题补充:匿名 2013-05-23 12:21:38 正在翻译,请等待... 匿名 2013-05-23 12:23:18 书对市场比率, 匿名 2013-05-23 12:24:58 正在翻译,请等待... 匿名 2013-05-23 12:26:38 图书市场比率, 匿名 2013-05-23 12:28...
the book-to-market (BTM) ratio has predictive ability for stock returns (Fama and French, 1992; Rosenberg et al., 1985; Strong and Xu, 1997). However, there is no consensus regarding why the BTM ratio has such predictive power. Future stock return is increasing in the BTM ratio. While...
There is no agreement as to why the book-to-market (BTM) ratio is positively related to future stock return. Behavioural finance maintains that low BTM stocks have optimistic expectations embedded in their prices and the prices of high BTM stocks are less optimistic. An alternative view is that...
Accounting Fundamentals of the Book-to-Market Ratio.5个回答 的账面市值比的会计基础。2013-05-23 12:21:38 回答:匿名 会计基础知识的书籍的市场占有率。 2013-05-23 12:23:18 回答:匿名书对市场比率的会计根本性。 2013-05-23 12:24:58 回答:匿名...
Gomez, X. G., "The Information Content of the Book-to-Market Ratio," Financial Analyst Journal, Vol. 57, No. 6, November/December 2001, 78 - 95.Garza-Gomez, Xavier., 2001,"The Information Content of the Book-to-Market Ratio".
This article explores whether the correlation between risk and the market value of equity can explain the premium obtained by investment strategies based on the ratio of book value to market value of equity (BV/MV). Using data from the Japanese stock market, I show that the relationship between...
The book-to-market ratio (B/M) is known to be a noisy measure of expected U.S. equity returns. The question addressed by the authors is whether past changes in the elements of a decomposed B/M are related to future returns on securities traded in six non-U.S....
Aksu,Mine H."The Effect of Size, Book-to-Market Ratio and Prior Distress Information on the Market Reaction to Troubled Debt Restructuring Announcements". SSRN working paper series . 2001Astin,H. )2001(. "The effect of size, book-to-market ratio and prior distress information on the market...
The information content of the book-to-market ratio and market value for pricing equities internationally : evidence from seven national markets / 来自 ResearchGate 喜欢 0 阅读量: 13 作者: N Maroney 摘要: Typescript (photocopy). Thesis (Ph. D.)--Claremont Graduate School, 1997. Includes ...