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Predicting returns with financial ratios · Study

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ArticlePredicting returns with financial ratios

Jonathan W. Lewellen2004

Article2004

Predicting returns with financial ratios

Jonathan W. Lewellen

1,002 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Analysis and Corporate Governance

Abstract

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Citations in this library

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References

1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1988Dividend yields and expected stock returns 1977Asset returns and inflation 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1985Stock Returns and the Term Structure 1984Stock Prices and Social Dynamics 1999Predictive regressions 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement

Cited by

2014Forecasting the Equity Risk Premium: The Role of Technical Indicators 2006Efficient tests of stock return predictability☆2006The conditional CAPM does not explain asset-pricing anomalies☆2001Stock Return Predictability: Is it There?2018Manager sentiment and stock returns 2013International Stock Return Predictability: What Is the Role of the United States?2007Reconciling the Return Predictability Evidence 2006The empirical risk–return relation: A factor analysis approach☆

Details

Year2004

Typearticle

Published2004-05-29

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations1,002

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.jfineco.2002.11.002

openalex_workW3121968018

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