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Why does book-to-market value of equity forecast cross-section stock returns?

Bulkley, George; Harris, Richard D. F.; Herrerias, Renata - In: International review of financial analysis 13 (2004) 2, pp. 153-160

Persistent link: https://www.econbiz.de/10002125872

Does the precision of news affect market underreaction? : Evidence from returns following two classes of profit warnings

Bulkley, George; Herrerias, Renata - In: European financial management : the journal of the … 11 (2005) 5, pp. 603-624

Persistent link: https://www.econbiz.de/10003203817

The reorganization of the London Stock Market : the causes and consequences of "Big-Bang"

Tonks, Ian; Webb, David C. - 1989

Persistent link: https://www.econbiz.de/10000858658

Momentum in the UK stock market

Hon, Mark T.; Tonks, Ian - In: Journal of multinational financial management 13 (2003) 1, pp. 43-70

Persistent link: https://www.econbiz.de/10001723732

Momentum in the UK stock market

Hon, Mark T.; Tonks, Ian - 2002

Persistent link: https://www.econbiz.de/10001662203

Momentum in the UK stock market

Hon, Mark; Tonks, Ian - 2001

Persistent link: https://www.econbiz.de/10001605466

Pension Fund Deficits and Stock Market Efficiency : Evidence from the United Kingdom

Tonks, Ian - 2009

This paper examines the effect of a company's unfunded pension liabilities on its stock market valuation. Using a sample of UK FTSE350 firms with defined benefit pension schemes, we find that although unfunded pension liabilities reduce the market value of the firm, the coefficient estimates...

Persistent link: https://www.econbiz.de/10013158453