Accounting ratios and the cross-section of expected stock returns
Year of publication: |
2014
|
---|---|
Authors: | Cordis, Adriana S. |
Published in: |
Journal of business finance & accounting : JBFA. - Hudson, NY : John Wiley & Sons Ltd, ISSN 0306-686X, ZDB-ID 192962-8. - Vol. 41.2014, 9/10, p. 1157-1192
|
Subject: | log returns | clean surplus | return on equity | book-to-market ratio | dividend yield | size effect | portfolio skewness | Schätzung | Estimation | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Dividende | Dividend | CAPM | Theorie | Theory |
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