book-to-market ratio
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 ...
15
The Analysis of Size and Book-to-Market Ratio Effects in KRX under Good Deal Condition
... and book to market (BM) ratio effects in incomplete market by good deal (GD) ...incomplete market. We evaluate the performance of Size, BM ratio, and FF9 mimicking portfolios by ...
6
BM(book-to-market ratio) factor: medium-term momentum and long-term reversal
... effective market, stock market volatility is ...stock market often shows regular fluctuations, which is counter ...stock market visions, have caused heated discussion in the academic ...
29
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
An empirical study on fundamental analysis of selected it companies listed in NSE
... Stock Market. The author considered book to market ratio, asset turnover and current ratio as fundamental factor affecting stock ...debt ratio, total assets turnover ...
7
Explaining cross section of stock returns: A comparative analysis of listed financial and non- financial firms in Nepal.
... and book-to-market equity ratio provide a powerful characterization of the cross- section of stock returns that challenged the central prediction of CAPM model of Sharpe(1964), Lintner (1965) and ...
8
Fama and French Three-Factor Model: Evidence from Istanbul Stock Exchange
... low book-to-market ratio firms perform better than those containing high book-to-market ratio ...and book-to-market ratio of firms in order to explain the ...
12
The Driving Forces of Stock Returns in Hong Kong
... stock market from Datastream. The monthly financial variables are total book equity, net income, market capitalization, dividend per share, depreciation, long-term debt, unadjusted closing price, and ...
18
Default Risk and Momentum Effect; Some Evidence from Tehran Stock Exchange
... Ghalibaf Asl et al.,(2010) studied profitability of earnings momentum and price momentum strategies in Tehran Stock Exchange, and evaluated the effect of abnormal returns, standardized unexpected earnings, price/earnings ...
19
Price Earning Ratio and Market to Book Ratio
... Price-Earning Ratio effect states that firms with low ratio between stock price and stock earning consistently provide higher returns than those with high Price-Earning ...Earning-Price Ratio is ...
11
Testing for Bubbles in Stock Markets with Irregular Dividend Distribution
... price-to-dividend ratio), we apply the standard test to the more readily available book-to-market ratio data, and provide a theoretical justification, based on the dynamic book-to- ...
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 ...
16
Can Stochastic Discount Factor Models Explain the Cross Section of Equity Returns?
... the book-to-market ratio ...lowest book- to-market quintile in M3, the remaining 2 coefficients for the lowest book-to-market quintile and the first 2 smallest size ...
30
A Firm-Specific Study of the Impact of Media Coverage on Capital Flow
... This study aims to investigate whether and how firm-specific media coverage can impact the capital flow decisions of investors in China’s stock market. The media dataset includes articles about 42 listed financial ...
10
Examination of the Predictive Power of Fama-French Five-Factor Model by the Inclusion of Skewness Coefficient: Evidence of Iranian Stock Market
... size, book-to- market value, leverage, ...and book to market value ratio and in order to predict stock returns we have consider three mentioned ...
8
Determinants of Corporate Debts: the Case of Oil & Gas and Textile Sector in Pakistan
... The purpose of this research paper is to find out the factors that influences the corporate debts structure in the context of Pakistan. This paper examines the most important factors namely fixed assets ratio, ...
11
Determinants of Value Creation of GCC Firms -An Application of PLS SEM Model
... higher book to market ...low ratio of earnings to book equity, while low BE/ME should be persistently associated with strong earnings to book value of ...equity ratio (DER) is ...
20
Fama-French Five Factor Model: Evidence from Turkey
... The aim of this study is to test the validity of the Fama-French five factor model (FF5F) in Borsa Istanbul (BIST) during the 132-month period between July 2005 and June 2016. Therefore, the excess returns of 14 ...
8
Ownership versus Management Effects on Performance in Family and Founder Companies: A Bayesian Analysis
... Firm specific control variables were chosen based on previous studies by Anderson and Reeb (2003) and Villalonga and Amit (2006) and mostly taken from COMPUSTAT Industrial Files. Firm age is the number of years since the ...
45
Essays on the Dynamics of Capital Structure
... the market to book ratio. Tang is the ratio of tangible assets to total ...the ratio of firms net loss carry forward to total ...the ratio of the stock price at time t relative ...
106