Decomposition of Earnings-to-Price (E/P) Effect

Abstract

Saleh (2007) employed the Fama and French (1993) three-factor model to investigate the ability of earnings-to-price (E/P), amongst other measures, to explain the cross-sectional stock returns over the period 1980-2000. Inconsistent with previous research, Saleh concluded that the loading of SMB and HML factors is not significant and, thus, he tried to… (More)

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Cite this paper

@inproceedings{Saleh2011DecompositionOE, title={Decomposition of Earnings-to-Price (E/P) Effect}, author={Walid Saleh and Ayman Bitar}, year={2011} }