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Exploring the Relationship between Financial Ratios and Market Stock Returns
16 references·3 citing·46 second hop
Exploring the Relationship between Financial Ratios and Market Stock Returns (2018)Exploring the Relationship between Financ…Taming Black Swans: Challenges for Sustainable Strategic Crisis Management: Plenary Session (2021)Taming Black Swans: Challenge…Measuring firm performance using financial ratios: A decision tree approach (2013)Measuring firm performance us…Blockholder Dispersion and Firm Value (2011)Blockholder Dispersion and Fi…Predicting Global Stock Returns (2009)Predicting Global Stock Retur…Predicting returns with financial ratios (2004)Predicting returns with finan…Evidence on the Characteristics of Cross Sectional Variation in Stock Returns (1997)Evidence on the Characteristi…Book-to-market, dividend yield, and expected market returns: A time-series analysis (1997)Book-to-market, dividend yiel…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Fundamentals and Stock Returns in Japan (1991)Fundamentals and Stock Return…Stock prices, earnings, and expected dividends (1988)Stock prices, earnings, and e…Stock Prices, Earnings, and Expected Dividends (1988)Stock Prices, Earnings, and E…The Analysis and Use of Financial Ratios: A Review Article (1987)The Analysis and Use of Finan…GROWTH, BETA AND AGENCY COSTS AS DETERMINANTS OF DIVIDEND PAYOUT RATIOS (1982)GROWTH, BETA AND AGENCY COSTS…INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)INVESTMENT PERFORMANCE OF COM…The Information Content of Price-Earnings Ratios (1975)The Information Content of Pr…Financial Ratios As Predictors of Failure (1966)Financial Ratios As Predictor…Financial constraints and the financial distress puzzle: Evidence from a frontier market before and during the Covid-19 pandemic (2022)Financial constraints and the…Market multiples and stock returns among emerging and developed financial markets (2020)Market multiples and stock re…FİNANSAL ORANLARIN PAY GETİRİLERİ ÜZERİNDEKİ ETKİSİNİN PANEL VERİ ANALİZİ: BİST 100 FİRMALARINDAN KANITLAR - PANEL DATA ANALYSIS OF THE EFFECT OF FINANCIAL RATIOS ON STOCK RETURNS: EVIDENCE FROM BIST 100 FIRMS (2019)FİNANSAL ORANLARIN PAY GETİRİ…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The equity premium: A puzzle (1985)On the Predictability of Stock Returns: An Asset‐Allocation Perspective (1996)Investor psychology in capital markets: evidence and policy implications (2002)Manager sentiment and stock returns (2018)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Size-related anomalies and stock return seasonality (1983)The Capital Asset Pricing Model: Theory and Evidence (2004)… and the Cross-Section of Expected Returns (2015)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Dividend Policy, Growth, and the Valuation of Shares (1961)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Additional evidence on equity ownership and corporate value (1990)The investment opportunity set and corporate financing, dividend, and compensation policies (1992)Agency costs of free cash flow, corporate finance, and takeovers (1996)The relationship between return and market value of common stocks (1981)Efficient Capital Markets: II (1991)Momentum Strategies (1996)Accounting valuation, market expectation, and cross-sectional stock returns (1998)Characteristics, Covariances, and Average Returns: 1929 to 1997 (2000)Asset returns and inflation (1977)Dividend yields and expected stock returns (1988)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Efficient tests of stock return predictability☆ (2006)The conditional CAPM does not explain asset-pricing anomalies☆ (2006)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Does the Stock Market Overreact? (1985)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Investor Psychology and Asset Pricing (2001)The Efficient Market Hypothesis and Its Critics (2003)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Do Industries Explain Momentum? (1999)The Stock Market Valuation of Research and Development Expenditures (2001)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)In Search of Distress Risk (2008)Going beyond The three worlds of welfare capitalism: regime theory and public health research: Table 1 (2007)Child maltreatment prevention: a systematic review of reviews (2009)Truth of Varying Shades: Analyzing Language in Fake News and Political Fact-Checking (2017)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2021Taming Black Swans: Challenges for Sustainable Strategic Crisis Management: Plenary Session6,460 cited
  • 1966Financial Ratios As Predictors of Failure4,753 cited
  • 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,562 cited
  • 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
  • 1982GROWTH, BETA AND AGENCY COSTS AS DETERMINANTS OF DIVIDEND PAYOUT RATIOS1,728 cited
  • 1997Evidence on the Characteristics of Cross Sectional Variation in Stock Returns1,665 cited
  • 1991Fundamentals and Stock Returns in Japan1,380 cited
  • 2004Predicting returns with financial ratios1,002 cited
  • 1997Book-to-market, dividend yield, and expected market returns: A time-series analysis763 cited
  • 1988Stock prices, earnings, and expected dividends567 cited
  • 2013Measuring firm performance using financial ratios: A decision tree approach430 cited
  • 1987The Analysis and Use of Financial Ratios: A Review Article324 cited
  • 2009Predicting Global Stock Returns306 cited
  • 2011Blockholder Dispersion and Firm Value

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195 cited
  • 1975The Information Content of Price-Earnings Ratios97 cited
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    • 2020Market multiples and stock returns among emerging and developed financial markets34 cited
    • 2022Financial constraints and the financial distress puzzle: Evidence from a frontier market before and during the Covid-19 pandemic31 cited
    • 2019FİNANSAL ORANLARIN PAY GETİRİLERİ ÜZERİNDEKİ ETKİSİNİN PANEL VERİ ANALİZİ: BİST 100 FİRMALARINDAN KANITLAR - PANEL DATA ANALYSIS OF THE EFFECT OF FINANCIAL RATIOS ON STOCK RETURNS: EVIDENCE FROM BIST 100 FIRMS16 cited