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en línea
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Ali et al. (2003) argue that the Book-to-Market (B/M) anomaly is explained by mispricing.  Using firm-level data from 1976 through 1997, we replicate their results and then test the idea that the anomaly is also explained as reflecting compensation ... ver más
Revista: Journal of Knowledge Globalization    Formato: Electrónico

 
en línea
Bayram Veli Salur and Cumhur Ekinci    
We examine whether investor sentiment can explain anomalies such as size and book-to-market in the US stock market. Differently from the literature, we test combination portfolios (portfolios formed on more than one factor such as size, book-to-market ra... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

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