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REGULARITIES IN TOKYO STOCK EXCHANGE SECURITY RETURNS: P/E, SIZE, AND SEASONAL INFLUENCES

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References

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1991Fundamentals and Stock Returns in Japan1,487 cited

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2012Can ROE be used to predict portfolio performance28 cited

2012Day-of-the-week effect: Evidence from the nine economic sectors of the JSE25 cited

2002Is There Seasonality in the Sensex Monthly Returns25 cited

1995The Japanese and US stock prices: A comparative fundamental analysis23 cited

1992Price/Book Value Ratios and Equity Returns on the Tokyo Stock Exchange: Empirical Evidence of an Anomalous Regularity18 cited

2009Calendar effects in stock markets : critique of previous methodologies and recent evidence in european countries18 cited