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The roles of the information environment and the stock price performance of foreign firms in their decision to delist from U.S. exchanges

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S&P 500 index revisions and analyst coverage

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Stock returns and disagreement among sell-side analysts

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Stock returns, dividend yield, and book-to-market ratio

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Do decomposed financial ratios predict stock returns and fundamentals better?

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An empirical test of the accounting-based residual income model and the traditional dividend discount model

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Cross-sectional PEG ratios, market equity premium, and macroeconomic activity

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Do Decomposed Financial Ratios Predict Stock Returns and Fundamentals Better?

Jiang, Xiaoquan - 2010

We investigate the prediction of excess returns and fundamentals by financial ratios – dividend-price ratio, earnings-price ratio, and book-to-market ratio – by decomposing financial ratios into a cyclical component and a stochastic trend component. We find both components predict excess...

Persistent link: https://www.econbiz.de/10013149104