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| Author: | Garza-Cómez, X. |
| Title: | The information content of the book-to-market ratio |
| Journal: | Financial Analysts' Journal
2001 : NOV/DEC, VOL. 57:6, p. 78-95 |
| Index terms: | FINANCIAL RISK INVESTMENT JAPAN |
| Freeterms: | BOOK VALUE MARKET VALUE |
| Language: | eng |
| Abstract: | This article explores whether the correlation between risk and the market value of equity can explain the premium obtained by investment strategies based on the ratio of book value to market value of equity (BV/MV). Using data from the Japanese stock market, the author shows that the relationship between BV/MV and risk is weak. |
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