Kyriazis, Dimitris; Diacogiannis, George - In: Applied Financial Economics 17 (2007) 18, pp. 1511-1528
This study examines, for the first time consistently, the performance of value strategies in the Athens Stock Exchange (ASE) based on the price to earnings ratios, dividend yields (DYs), size (market value), market to book ratios, financial leverage ratios and systematic risk. We tested the...