Please use this identifier to cite or link to this item: https://hdl.handle.net/1959.11/10134
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dc.contributor.authorSun, Lanen
local.source.editorEditor(s): Mohamed Othman and Yi Xieen
dc.date.accessioned2012-05-14T12:49:00Z-
dc.date.issued2012-
dc.identifier.citationInternational Proceedings of Computer Science and Information Technology (IPCSIT), v.36, p. 275-280en
dc.identifier.issn2010-460Xen
dc.identifier.urihttps://hdl.handle.net/1959.11/10134-
dc.description.abstractThe concept of market efficiency is central to finance. Various anomalies have been documented in the last two decades that contradicts to the efficient market hypothesis. Despite the extensive evidence of market anomalous from the U.S market, empirical studies on the Australian equity market are limited. This study investigates a number of anomalous including PE ratios, Price-to-book ratios and the firm size effect in an Australia context. The preliminary results suggest that PE ratios and firm size do not have power in predicting stock returns. However, significant returns are found to be associated with low Price-to-book ratios.en
dc.languageenen
dc.publisherInternational Association of Computer Science and Information Technology (IACSIT)en
dc.relation.ispartofInternational Proceedings of Computer Science and Information Technology (IPCSIT)en
dc.titleInformation Content of PE Ratio, Price-to-book Ratio and Firm Size in Predicting Equity Returnsen
dc.typeConference Publicationen
dc.relation.conferenceICIIM 2012: International Conference on Innovation and Information Managementen
dc.subject.keywordsFinancial Econometricsen
dc.subject.keywordsCorporate Governance and Stakeholder Engagementen
dc.subject.keywordsFinanceen
local.contributor.firstnameLanen
local.subject.for2008150303 Corporate Governance and Stakeholder Engagementen
local.subject.for2008150201 Financeen
local.subject.for2008150202 Financial Econometricsen
local.subject.seo2008910106 Income Distributionen
local.subject.seo2008900101 Finance Servicesen
local.profile.schoolUNE Business Schoolen
local.profile.emaillansun@une.edu.auen
local.output.categoryE1en
local.record.placeauen
local.record.institutionUniversity of New Englanden
local.identifier.epublicationsrecordune-20120511-103332en
local.date.conference7th - 8th January, 2012en
local.conference.placeChengdu, Chinaen
local.publisher.placeSingaporeen
local.identifier.runningnumberArticle # 52en
local.format.startpage275en
local.format.endpage280en
local.peerreviewedYesen
local.identifier.volume36en
local.contributor.lastnameSunen
dc.identifier.staffune-id:lansunen
local.profile.roleauthoren
local.identifier.unepublicationidune:10327en
dc.identifier.academiclevelAcademicen
local.title.maintitleInformation Content of PE Ratio, Price-to-book Ratio and Firm Size in Predicting Equity Returnsen
local.output.categorydescriptionE1 Refereed Scholarly Conference Publicationen
local.relation.urlhttp://www.ipcsit.com/vol36/052-ICIIM2012M10011.pdfen
local.relation.urlhttp://www.ipcsit.com/vol36.htmen
local.conference.detailsICIIM 2012: International Conference on Innovation and Information Management, Chengdu, China, 7th - 8th January, 2012en
local.search.authorSun, Lanen
local.uneassociationUnknownen
local.atsiresearchNoen
local.sensitive.culturalNoen
local.year.published2012en
local.subject.for2020350202 Financeen
local.subject.for2020350701 Corporate governanceen
local.subject.seo2020150206 Income distributionen
local.subject.seo2020110201 Finance servicesen
local.date.start2012-01-07-
local.date.end2012-01-08-
Appears in Collections:Conference Publication
UNE Business School
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