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Can ROE be used to predict portfolio performance
16 references·2 citing·22 second hop
Can ROE be used to predict portfolio performance (2012)Can ROE be used to predict portfolio perf…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Evidence on the Characteristics of Cross Sectional Variation in Stock Returns (1997)Evidence on the Characteristi…Size and Book-to-Market Factors in Earnings and Returns (1995)Size and Book-to-Market Facto…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence (1988)Debt/Equity Ratio and Expecte…Dividend Policy under Asymmetric Information (1985)Dividend Policy under Asymmet…Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate financing and inves…The relationship between earnings' yield, market value and return for NYSE common stocks (1983)The relationship between earn…Size-related anomalies and stock return seasonality (1983)Size-related anomalies and st…The relationship between return and market value of common stocks (1981)The relationship between retu…INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)INVESTMENT PERFORMANCE OF COM…Capital Market Equilibrium with Restricted Borrowing (1972)Capital Market Equilibrium wi…SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)SECURITY PRICES, RISK, AND MA…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…Capital structure, profitability, and short-term solvency of nascent SMEs in Ghana: An empirical study (2023)Capital structure, profitabil…The Effect of Return on Assets and Return on Equity to the Stock Price (2016)The Effect of Return on Asset…Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Does the Stock Market Overreact? (1985)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)Dividend Policy, Growth, and the Valuation of Shares (1961)Job Market Signaling (1973)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Efficient Capital Markets: II (1991)An Intertemporal Capital Asset Pricing Model (1973)Industry costs of equity (1997)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Determinants of corporate borrowing (1977)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)The Pricing of Options and Corporate Liabilities (1973)The arbitrage theory of capital asset pricing (1976)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1984Corporate financing and investment decisions when firms have information that investors do not have18,936 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1981The relationship between return and market value of common stocks5,928 cited
  • 1985Dividend Policy under Asymmetric Information3,459 cited
  • 1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
  • 1972Capital Market Equilibrium with Restricted Borrowing3,097 cited
  • 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,562 cited
  • 1965SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*2,451 cited
  • 1983Size-related anomalies and stock return seasonality1,800 cited
  • 1997Evidence on the Characteristics of Cross Sectional Variation in Stock Returns1,665 cited
  • 1983

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The relationship between earnings' yield, market value and return for NYSE common stocks
1,640 cited
  • 1988Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence1,336 cited
  • Cited by

    • 2023Capital structure, profitability, and short-term solvency of nascent SMEs in Ghana: An empirical study20 cited
    • 2016The Effect of Return on Assets and Return on Equity to the Stock Price17 cited