search query: @author Rao, R.P. / total: 1
reference: 1 / 1
« previous | next »
| Author: | Aggarwal, R. Rao, R.P. Hiraki, T. |
| Title: | Regularities in Tokyo stock echange security returns: P/E, Size, and seasonal influences |
| Journal: | Journal of Financial Research
1990 : FALL, VOL. 13:3, p.249-263 |
| Index terms: | MODELS FINANCIAL MODELS |
| Language: | eng |
| Abstract: | This study investigates regularites in risk-adjusted returns for securities listed on the Tokyo Stock Exchange (TSE) A significant price-to-earnings (P/E) ratio effect is documented for TSE, between the P/E effect and the known size and seasonal effects are documented. These results imply that studies of TSE companies must account for the regularities and earlier explanations are inadequate. |
« previous | next »
SCIMA