Book-to-market ratios as predictors of market returns

• 1 August 1998
• journal article
• Published by Elsevier in Journal of Financial Economics
• Vol. 49  (2) , 141-160
• https://doi.org/10.1016/s0304-405x(98)00020-8

Abstract

Keywords

• G10
• G11
• BOOK-TO-MARKET
• BOOK VALUE
• CASH FLOW
• FORECAST
• MARKET RETURN
• PREDICTION
• PREDICTOR
• DOW JONES INDUSTRIAL AVERAGE
• STANDARD AND POORS