Please use this identifier to cite or link to this item:
https://hdl.handle.net/1959.11/10134
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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Sun, Lan | en |
local.source.editor | Editor(s): Mohamed Othman and Yi Xie | en |
dc.date.accessioned | 2012-05-14T12:49:00Z | - |
dc.date.issued | 2012 | - |
dc.identifier.citation | International Proceedings of Computer Science and Information Technology (IPCSIT), v.36, p. 275-280 | en |
dc.identifier.issn | 2010-460X | en |
dc.identifier.uri | https://hdl.handle.net/1959.11/10134 | - |
dc.description.abstract | The 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.language | en | en |
dc.publisher | International Association of Computer Science and Information Technology (IACSIT) | en |
dc.relation.ispartof | International Proceedings of Computer Science and Information Technology (IPCSIT) | en |
dc.title | Information Content of PE Ratio, Price-to-book Ratio and Firm Size in Predicting Equity Returns | en |
dc.type | Conference Publication | en |
dc.relation.conference | ICIIM 2012: International Conference on Innovation and Information Management | en |
dc.subject.keywords | Financial Econometrics | en |
dc.subject.keywords | Corporate Governance and Stakeholder Engagement | en |
dc.subject.keywords | Finance | en |
local.contributor.firstname | Lan | en |
local.subject.for2008 | 150303 Corporate Governance and Stakeholder Engagement | en |
local.subject.for2008 | 150201 Finance | en |
local.subject.for2008 | 150202 Financial Econometrics | en |
local.subject.seo2008 | 910106 Income Distribution | en |
local.subject.seo2008 | 900101 Finance Services | en |
local.profile.school | UNE Business School | en |
local.profile.email | lansun@une.edu.au | en |
local.output.category | E1 | en |
local.record.place | au | en |
local.record.institution | University of New England | en |
local.identifier.epublicationsrecord | une-20120511-103332 | en |
local.date.conference | 7th - 8th January, 2012 | en |
local.conference.place | Chengdu, China | en |
local.publisher.place | Singapore | en |
local.identifier.runningnumber | Article # 52 | en |
local.format.startpage | 275 | en |
local.format.endpage | 280 | en |
local.peerreviewed | Yes | en |
local.identifier.volume | 36 | en |
local.contributor.lastname | Sun | en |
dc.identifier.staff | une-id:lansun | en |
local.profile.role | author | en |
local.identifier.unepublicationid | une:10327 | en |
dc.identifier.academiclevel | Academic | en |
local.title.maintitle | Information Content of PE Ratio, Price-to-book Ratio and Firm Size in Predicting Equity Returns | en |
local.output.categorydescription | E1 Refereed Scholarly Conference Publication | en |
local.relation.url | http://www.ipcsit.com/vol36/052-ICIIM2012M10011.pdf | en |
local.relation.url | http://www.ipcsit.com/vol36.htm | en |
local.conference.details | ICIIM 2012: International Conference on Innovation and Information Management, Chengdu, China, 7th - 8th January, 2012 | en |
local.search.author | Sun, Lan | en |
local.uneassociation | Unknown | en |
local.atsiresearch | No | en |
local.sensitive.cultural | No | en |
local.year.published | 2012 | en |
local.subject.for2020 | 350202 Finance | en |
local.subject.for2020 | 350701 Corporate governance | en |
local.subject.seo2020 | 150206 Income distribution | en |
local.subject.seo2020 | 110201 Finance services | en |
local.date.start | 2012-01-07 | - |
local.date.end | 2012-01-08 | - |
Appears in Collections: | Conference Publication UNE Business School |
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