| Tekijä: | Keim, D. B. |
| Otsikko: | A new look on the effects of firm size and E/P ratio on stock returns. |
| Lehti: | Financial Analysts' Journal
1990 : MAR/APR, VOL. 46:2, p. 56-67 |
| Asiasana: | RETURN ON INVESTMENT REGRESSION ANALYSIS EARNINGS PER SHARE PRICE EARNINGS RATIOS |
| Kieli: | eng |
| Tiivistelmä: | An examination of the unconditional relationship between the size and the earnings/profits (E/P) ratio on stock returns. Data. Size and E/P effects separately. Interaction. Monthly returns. January versus other months. Predicting portfolio returns. Predicting returns for size and E/P portfolios. January seasonality and regressions. Seven Tables and six Figures illustrate the study. |
SCIMA