Book-to-Market as a Predictor of Market Returns
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- Type
- article
- Published
- 1998-08-25
- Cited by
- 57
- References
- 0
- OpenAlex
- https://openalex.org/W79306369
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:151044075
Keywords
Portfolio, Market portfolio, Dividend yield, Economics, Financial economics
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- Um Modelo de Mensuração e Avaliação do Desempenho Empresarial para prever Valor de Mercado: uma Análise do Setor de Comércio em Empresas Norte e Latino Americanas.
- Animal spirits in financial economics: A review of deviations from economic rationality
- Do implied volatilities predict stock returns?
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- Market Timing And Model Uncertainty: An Exploratory Study For The Swiss Stock Market
- Interpreting the Value Effect Through the Q-Theory: An Empirical Investigation
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- Book-to-Market, Dividend Yield, and Expected Market Returns: A Time-Series Analysis
- Financially Constrained Stock Returns
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