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LOW PRICE, PRICE‐EARNINGS RATIO, MARKET VALUE, AND ABNORMAL STOCK RETURNS
16 references·1 citing·22 second hop
LOW PRICE, PRICE‐EARNINGS RATIO, MARKET VALUE, AND ABNORMAL STOCK RETURNS (1988)LOW PRICE, PRICE‐EARNINGS RATIO, MARKET V…SIZE AND EARNINGS/PRICE RATIO ANOMALIES: ONE EFFECT OR TWO? (1984)SIZE AND EARNINGS/PRICE RATIO…Vas Ist Das? (1983)Vas Ist Das?The significance of P/Es for portfolio returns (1983)The significance of P/Es for …The relationship between earnings' yield, market value and return for NYSE common stocks (1983)The relationship between earn…The anomalous stock market behavior of small firms in January (1983)The anomalous stock market be…Size-related anomalies and stock return seasonality (1983)Size-related anomalies and st…Size and stock returns, and other empirical regularities (1983)Size and stock returns, and o…New evidence on the nature of size-related anomalies in stock prices (1983)New evidence on the nature of…The relationship between return and market value of common stocks (1981)The relationship between retu…Misspecification of capital asset pricing (1981)Misspecification of capital a…A Possible Explanation of the Small Firm Effect (1981)A Possible Explanation of the…The Risk-Return Relationship and Stock Prices (1979)The Risk-Return Relationship …INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)INVESTMENT PERFORMANCE OF COM…Studies in the Theory of Capital Markets. (1973)Studies in the Theory of Capi…PRICE, BETA, AND EXCHANGE LISTING (1973)PRICE, BETA, AND EXCHANGE LIS…Prices, Earnings and P-E Ratios (1966)Prices, Earnings and P-E Rati…Price Earnings Ratio and Stock Return Analysis (Evidence from Liquidity 45 Stocks Listed in Indonesia Stock Exchange) (2012)Price Earnings Ratio and Stoc…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Illiquidity and stock returns: cross-section and time-series effects (2002)An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)A Test of the Efficiency of a Given Portfolio (1989)Risk measurement when shares are subject to infrequent trading (1979)Measuring security price performance (1980)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Capital Market Equilibrium with Restricted Borrowing (1972)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Does the Stock Market Overreact? (1985)Efficient Capital Markets: II (1991)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Option pricing when underlying stock returns are discontinuous (1976)Expected stock returns and volatility (1987)
this work references cited by second hop

References

  • 1981The relationship between return and market value of common stocks5,999 cited
  • 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,600 cited
  • 1983Size-related anomalies and stock return seasonality1,878 cited
  • 1983The relationship between earnings' yield, market value and return for NYSE common stocks1,640 cited
  • 1981Misspecification of capital asset pricing1,327 cited
  • 1973Studies in the Theory of Capital Markets.908 cited
  • 1983The anomalous stock market behavior of small firms in January862 cited
  • 1981A Possible Explanation of the Small Firm Effect432 cited
  • 1983Vas Ist Das?429 cited
  • 1983New evidence on the nature of size-related anomalies in stock prices338 cited
  • 1983Size and stock returns, and other empirical regularities258 cited
  • 1984SIZE AND EARNINGS/PRICE RATIO ANOMALIES: ONE EFFECT OR TWO?173 cited
  • 1973PRICE, BETA, AND EXCHANGE LISTING123 cited
  • 1966Prices, Earnings and P-E Ratios66 cited
  • 1983The significance of P/Es for portfolio returns62 cited
  • 1979

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The Risk-Return Relationship and Stock Prices
51 cited

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  • 2012Price Earnings Ratio and Stock Return Analysis (Evidence from Liquidity 45 Stocks Listed in Indonesia Stock Exchange)27 cited