book-to-market
A STUDY ON STOCK MARKET REACTION AROUND BOOK TO MARKET RATIO OF BANKING STOCKS
... the book to market ratio one should take current price per stock and divide by the book value per ...the market prices a company relative to its actual worth, as with most of the ratios it ...
15
Impact of Firm's Characteristics on Stock Return: A Case of Non-Financial Listed Companies in Pakistan
... bull market period (prosperous) than during the bear market period (slump); and second, the momentum effect surpasses the size effect at least in a risk-based ...and book-to-market warranted a ...
11
Firm Fundamentals and Stock Return in Nepal
... size, book-to-market, and price-earnings effects for average cross-sectional returns were found not inconsistent with a valid ...with book-to-market, and earnings to price ...and ...
9
Testing for Bubbles in Stock Markets with Irregular Dividend Distribution
... available book-to-market ratio data, and provide a theoretical justification, based on the dynamic book-to- market model (Vuolteenaho, 1999, ...the book-to-market ratio may serve ...
12
Price Earning Ratio and Market to Book Ratio
... sock market were ...the book to market ratio effect (stattman 1980; Rosenberg et al, 1985), the momentum effect (Jegadeesh 1990; Jagadeesh and Titman 1993) and the overreaction effect (Debondt and ...
11
The profitability and consistency of the accounting abnormal accruals anomaly in UK firms
... Total Assets Alternative Investment Market American Stock Exchange BIM Book-to-Market Ratio BE Book Equity BHAR Buy-and-Hold Abnormal Returns CA Current Assets CAPM Capital Assets Pricin[r] ...
399
Leverage and Stock Returns: Evidence from Istanbul Stock Exchange
... It is a most important issue in finance literature to identify the variables that affect stock return and the stock price. The capital asset pricing models are the main financial research tools trying to explain the ...
7
Idiosyncratic Volatility and Cross-section of Stock Returns: Evidences from India
... i.e., market capitalization and book to market equity, the explanatory power of EI improves significantly and then explains 55% of cross-sectional variation in expected stock ...
12
Tests Of The Fama And French Three Factor Model In Iran
... the book-to-market ratio ...of market beta, firm size, and book-to-market ratio, regarding the cross-sectional expected stock returns in Tehran stock ...of market beta is ...
16
Fama and French Three-Factor Model: Evidence from Istanbul Stock Exchange
... the book-to-market effect of stocks on average excess portfolio ...of book-to- market values. In short, book-to-market value is effective for high BE/ME stock portfolios, but ...
12
The information content of a limit order book : the case of an FX market
... order book to explain returns using variogram techniques, which involves no specific parametric ...order book statistically significantly explain future price ...order book is very ...
61
The influence of ownership structure on the capital structure in Dutch firms
... Description Book value of long term debt divided by the book value total debt + market value of equity Mlev2 Book value of total debt divided by the book value total debt + market value [r] ...
65
Consumer Psychology Insights and their Use for Operational Book Marketing
... the book market in particular - we face a highly competitive and fast transforming ...traditional market dramatically: e- books, internet sales and new marketing tools exert their ...printed ...
7
Assessment of Economic Capital: An Equity Market approach
... Our market based measures reveals that (Chart 2 and Chart 3) the DD estimates of these banks sharply came down to a dangerously low level (it became negative for GTB in year 2000 and below ...
7
How to Sell a Book? Insights from Romania
... the book market. The e-book market faces many challenges – some of them subjective such as the preference for the physical book, some other objectives such as standards, digital rights ...
14
Determinants and value relevance of UK CEO pay slice
... is market to book ratio; Size is natural logarithm of total assets; Risk is measured by firm’s historical beta; Capexp is ratio of capital expenditures to total ...
42
Efficient Generation of Power In Medium Voltage Direct Current Systems: Variable Speed Operation and Rectifier Considerations
... reports market dominance percentages for relative cost, relative trading volume, depth difference, and translation risk ...HOME market), for market depth (score equals 1 if market depth is ...
110
A Firm Level Study of Information Technology Productivity in Europe Using Financial and Market Based Measures
... Both market based and financial productivity measures were reviewed and tested prior to ...and market based measures were determined through analysis of Compustat and other data sources, and included ...
10
A STUDY ON EFFECT OF MARKET TIMING ON CAPITAL STRUCTURE: A CASE OF INDIAN COMPANIES LISTED AT NSE
... between market to book ratio and change in the percentage of stakeholders’ ...the market while market to book ratio results to no change in the percentage of ...of Market to ...
10
Dynamic Demand and Pricing Strategy in the E-Book Market
... Two incentives exist for both hardware and software pricing. For hardware, as in the classic razor-and-blades strategy, firms can set low hardware prices to “invest” and penetrate the market so that they can earn ...
94