haku: @indexterm TIME SPAN ANALYSIS / yhteensä: 23
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| Tekijä: | Zivney, T. L. Thompson, D. J. |
| Otsikko: | Relative stock prices and the firm size effect. |
| Lehti: | Journal of Financial Research
1987 : SUMMER, VOL. 10:2, p. 99-110 |
| Asiasana: | SHARES RETURN ON INVESTMENT SHARE PRICES TIME SPAN ANALYSIS COMPANIES BY SIZE |
| Kieli: | eng |
| Tiivistelmä: | The study shows that the relative price ratio of stock, as a ratio of the current price to the highest and lowest price average is a better predictor of future stock returns than firm size, and there is even stronger January seasonality than firm size, which has no significant relationship to return after controlling for price ratio variations. Abnormal returns for price ratio effect and optimal tax selling considerations are also reviewed. |
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