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Linear Versus Non‐linear Relationships Between Financial Ratios and Stock Returns: Empirical Evidence from Egyptian Firms
13 references·3 citing·31 second hop
Linear Versus Non‐linear Relationships Between Financial Ratios and Stock Returns: Empirical Evidence from Egyptian Firms (2004)Linear Versus Non‐linear Relationships Be…Financial Management: Theory and Practice (2018)Financial Management: Theory …Nonlinear Time Series Models in Empirical Finance (2000)Nonlinear Time Series Models …Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)Improved Methods for Tests of…Myth or Reality? The Long-Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital-Backed Companies (1997)Myth or Reality? The Long-Run…Measuring long-horizon security price performance (1997)Measuring long-horizon securi…Detecting long-run abnormal stock returns: The empirical power and specification of test statistics (1997)Detecting long-run abnormal s…Fundamental Information Analysis (1993)Fundamental Information Analy…The prediction of stock returns using financial statement information (1992)The prediction of stock retur…Financial statement analysis and the prediction of stock returns (1989)Financial statement analysis …Financial Managemen:t Theory and Practice (1979)Financial Managemen:t Theory …The Information Content of Annual Earnings Announcements (1968)The Information Content of An…THE INFORMATION CONTENT OF ANNUAL EARNINGS ANNOUNCEMENT (1968)THE INFORMATION CONTENT OF AN…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…FİNANSAL ORANLARIN PAY GETİRİLERİ ÜZERİNDEKİ ETKİSİNİN PANEL VERİ ANALİZİ: BİST 100 FİRMALARINDAN KANITLAR - PANEL DATA ANALYSIS OF THE EFFECT OF FINANCIAL RATIOS ON STOCK RETURNS: EVIDENCE FROM BIST 100 FIRMS (2019)FİNANSAL ORANLARIN PAY GETİRİ…Nonmarket and market strategies, strategic uncertainty and strategic capabilities (2018)Nonmarket and market strategi…Interactions among Stock Price and Financial Ratios: The Case of Turkish Banking Sector (2017)Interactions among Stock Pric…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Efficient Capital Markets: II (1991)Using daily stock returns (1985)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Introductory Econometrics for Finance (2008)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Do Investors Trade Too Much? (1999)Managerial Decisions and Long‐Term Stock Price Performance (2000)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Corporate financing and investment decisions when firms have information that investors do not have (1984)Underwriter Reputation, Initial Returns, and the Long‐Run Performance of IPO Stocks (1998)Institutional Investors and Equity Prices (2001)Dividend Policy, Growth, and the Valuation of Shares (1961)Does the Stock Market Overreact? (1985)Another Look at the Cross-Section of Expected Stock Returns (1995)Investor psychology in capital markets: evidence and policy implications (2002)Do investors overvalue firms with bloated balance sheets? (2004)Financing Constraints and Corporate Investment (1987)Financing Constraints and Corporate Investment (1988)Value-relevance of nonfinancial information: The wireless communications industry (1996)Are Selling, General, and Administrative Costs “Sticky”? (2003)A Further Empirical Investigation of the Bankruptcy Cost Question (1984)Barriers to Innovation among Spanish Manufacturing SMEs (2009)Does CSR Reduce Firm Risk? Evidence from Controversial Industry Sectors (2012)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Capital markets research in accounting (2001)Modeling the price dynamics of CO2 emission allowances (2008)CISS - A Composite Indicator of Systemic Stress in the Financial System (2010)Forecasting Stock Returns (2013)
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References

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  • 1993Fundamental Information Analysis1,084 cited
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  • 2018Nonmarket and market strategies, strategic uncertainty and strategic capabilities37 cited
  • 2017Interactions among Stock Price and Financial Ratios: The Case of Turkish Banking Sector

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26 cited
  • 2019FİNANSAL ORANLARIN PAY GETİRİLERİ ÜZERİNDEKİ ETKİSİNİN PANEL VERİ ANALİZİ: BİST 100 FİRMALARINDAN KANITLAR - PANEL DATA ANALYSIS OF THE EFFECT OF FINANCIAL RATIOS ON STOCK RETURNS: EVIDENCE FROM BIST 100 FIRMS16 cited