Book-to-market ratios as predictors of market returns
Authors: Pontiff J.1; Schall L.D.
Source: Journal of Financial Economics, Volume 49, Number 2, 1 August 1998 , pp. 141-160(20)
Publisher: Elsevier
Keywords: [JEL classification codes] G10; [JEL classification codes] G11; Book-to-market; Book value; Cash flow; Forecast; Market return; Prediction; Predictor; Dow Jones Industrial Average; Standard and Poors
Language: English
Document Type: Research article
DOI: 10.1016/S0304-405X(98)00020-8
Affiliations: 1: School of Business Administration, University of Washington, Seattle, WA 98195, USA

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