search query: @indexterm ASSET VALUATION / total: 357
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| Author: | Cooper, M. J. Jackson, W. E. III Patterson, G. A. |
| Title: | Evidence of predictability in the cross-section of bank stock returns |
| Journal: | Journal of Banking and Finance
2003 : MAY, VOL. 27:5, p. 817-850 |
| Index terms: | Asset valuation Banks Stock returns Market efficiency Trading Strategic management |
| Language: | eng |
| Abstract: | The authors find that variables related to non-interest income, loan-loss reserves, earnings, leverage, and standby letters of credit are ll univariately important in forecasting the cross-section of bank stock returns. Neither book-to-market nor firm size is important in the sample. |
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