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Book-to-market decomposition, net share issuance, and the cross section of global stock returns
Blackburn, Douglas W.; Cakici, Nusret - In: Journal of risk and financial management : JRFM 12 (2019) 2/90, pp. 1-29
This paper provides global evidence supporting the hypothesis that expected return models are enhanced by the inclusion of variables that describe the evolution of book-to-market-changes in book value, changes in price, and net share issues. This conclusion is supported using data representing...
Persistent link: https://www.econbiz.de/10012022063
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Book-to-Market Decomposition, Net Share Issuance, and the Cross Section of Global Stock Returns
Blackburn, Douglas W. - 2019
This paper provides global evidence supporting the hypothesis that expected return models are enhanced by the inclusion of variables that describe the evolution of book-to-market—changes in book value, changes in price, and net share issues. This conclusion is supported using data representing...
Persistent link: https://www.econbiz.de/10012901804
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Tangible and intangible information in emerging markets
Blackburn, Douglas W.; Cakici, Nusret - In: Review of quantitative finance and accounting 54 (2020) 4, pp. 1509-1527
Persistent link: https://www.econbiz.de/10012233213
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Do the size, value, and momentum factors drive stock returns in emerging markets?
Cakici, Nusret; Tang, Yi; Yan, An - In: Journal of international money and finance 69 (2016), pp. 179-204
Persistent link: https://www.econbiz.de/10011711908
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Cross-sectional stock return predictability in China
Cakici, Nusret; Chan, Kalok; Topyan, Kudret - In: The European journal of finance 23 (2017) 7/9, pp. 581-605
Persistent link: https://www.econbiz.de/10011740186
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Overreaction and the cross-section of returns : international evidence
Blackburn, Douglas W.; Cakici, Nusret - In: Journal of empirical finance 42 (2017), pp. 1-14
Persistent link: https://www.econbiz.de/10011808471
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Cross-sectional return predictability in Taiwan Stock Exchange : an empirical investigation
Cakici, Nusret; Topyan, Kudret; Wang, Chia-jane - In: Review of Pacific Basin financial markets and policies 17 (2014) 2, pp. 1-44
Persistent link: https://www.econbiz.de/10010392606
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The new issues puzzle : evidence from non-US firms
Bali, Turan G.; Cakici, Nusret; Fabozzi, Frank J. - In: Applied economics letters 20 (2013) 16/18, pp. 1586-1591
Persistent link: https://www.econbiz.de/10010222105
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Size, value, and momentum in emerging market stock returns
Cakici, Nusret; Fabozzi, Frank J.; Tan, Sinan - In: Emerging markets review 16 (2013), pp. 46-65
Persistent link: https://www.econbiz.de/10010243168
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Return predictability of Turkish stocks : an empirical investigation
Cakici, Nusret; Topyan, Kudret - In: Emerging markets finance & trade : a journal of the … 49 (2013) 5, pp. 99-119
Persistent link: https://www.econbiz.de/10010258511