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Price/Book Value Ratios and Equity Returns on the Tokyo Stock Exchange: Empirical Evidence of an Anomalous Regularity
16 references·0 citing·28 second hop
Price/Book Value Ratios and Equity Returns on the Tokyo Stock Exchange: Empirical Evidence of an Anomalous Regularity (1992)Price/Book Value Ratios and Equity Return…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Were Japanese Stock Prices Too High? (1990)Were Japanese Stock Prices To…Pacific-basin capital markets research (1990)Pacific-basin capital markets…Correlations in Price Changes and Volatility across International Stock Markets (1990)Correlations in Price Changes…Seasonal and Size Anomalies in the Japanese Stock Market (1985)Seasonal and Size Anomalies i…Persuasive evidence of market inefficiency (1985)Persuasive evidence of market…Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year Effects (1985)Patterns in Japanese Common S…Vas Ist Das? (1983)Vas Ist Das?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…Stock market seasonality (1983)Stock market seasonalitySize-related anomalies and stock return seasonality (1983)Size-related anomalies and st…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…Estimation of linear models with crossed-error structure (1974)Estimation of linear models w…Certain Observations on Seasonal Movements in Stock Prices (1942)Certain Observations on Seaso…Misspecification of capital asset pricing (1981)Does the Stock Market Overreact? (1985)Efficient Capital Markets: II (1991)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The World Price of Covariance Risk (1991)International Asset Pricing and Portfolio Diversification with Time-Varying Risk (1997)The Use of Error Components Models in Combining Cross Section with Time Series Data (1969)Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan (1997)Multinationality and Firm Performance: The Moderating Role of R&D and Marketing Capabilities (2002)Is Market Orientation a Source of Sustainable Competitive Advantage or Simply the Cost of Competing? (2010)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Measuring and Testing the Impact of News on Volatility (1993)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Risk, Return, and Equilibrium: Empirical Tests (1973)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Capital Market Equilibrium with Restricted Borrowing (1972)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)Two new Later Stone Age sites from the Final Pleistocene in the Falémé Valley, eastern Senegal (2024)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Multifactor Explanations of Asset Pricing Anomalies (1996)
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References

  • 1992The Cross-Section of Expected Stock Returns17,320 cited
  • 1981The relationship between return and market value of common stocks5,999 cited
  • 1985Persuasive evidence of market inefficiency1,951 cited
  • 1990Correlations in Price Changes and Volatility across International Stock Markets1,913 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
  • 1983The anomalous stock market behavior of small firms in January862 cited
  • 1983Stock market seasonality590 cited
  • 1974Estimation of linear models with crossed-error structure478 cited
  • 1983Vas Ist Das?429 cited
  • 1983New evidence on the nature of size-related anomalies in stock prices338 cited
  • 1942Certain Observations on Seasonal Movements in Stock Prices313 cited
  • 1990Were Japanese Stock Prices Too High?300 cited
  • 1985Seasonal and Size Anomalies in the Japanese Stock Market256 cited
  • 1985Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year Effects246 cited
  • 1990

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Pacific-basin capital markets research
232 cited

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