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ArticleRelations between portfolio returns and market multiples

William C. Barbee2008

Article2008

Relations between portfolio returns and market multiples

William C. Barbee · Jin-Gil Jeong · Sandip Mukherji

28 citations·0/0 files stored·Global Finance Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Reporting and Valuation Research

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References

1992The Cross-Section of Expected Stock Returns 1994Contrarian Investment, Extrapolation, and Risk 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS 1994Contrarian Investment, Extrapolation, and Risk 1997Good News for Value Stocks: Further Evidence on Market Efficiency 1993International Value and Growth Stock Returns 1997Good News for Value Stocks: Further Evidence on Market Efficiency 1996Do Sales–Price and Debt–Equity Explain Stock Returns Better than Book–Market and Firm Size?

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2015A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS

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Year2008

Typearticle

Published2008-01-01

VenueGlobal Finance Journal

ISSN-L1044-0283

Languageen

Citations28

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.gfj.2008.02.001

openalex_workW2086950107

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