Performance of high and low book-to-market stocks with strong financial signals: Evidence in Asia markets 1991-2002
Motivated by striking findings in recent US studies on return enhancing role in financial signals, we examine in the context of Asian stock markets if we can improve one- and two-year returns of high and low book-to-market (BTM) portfolios by retaining in the portfolios only the stocks whose current...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2003
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/5335 https://ink.library.smu.edu.sg/context/lkcsb_research/article/6334/viewcontent/SSRN_id499663__1_.pdf |
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| Institution: | Singapore Management University |
| Language: | English |
