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

Links for this article

http://www.ingentaconnect.com/els/0304405x/1998/00000049/00000002/art00020
http://openurl.ingenta.com/content?genre=article&issn=0304-405X&volume=49&issue=2&spage=141&epage=160
http://dx.doi.org/10.1016/S0304-405X(98)00020-8