haku: @indexterm financial models / yhteensä: 494
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| Tekijä: | Aggarwal, R. Rao, R.P. Hiraki, T. |
| Otsikko: | Regularities in Tokyo stock echange security returns: P/E, Size, and seasonal influences |
| Lehti: | Journal of Financial Research
1990 : FALL, VOL. 13:3, p.249-263 |
| Asiasana: | MODELS FINANCIAL MODELS |
| Kieli: | eng |
| Tiivistelmä: | 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. |
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