Firm size proxies and the value relevance of predictive stock return models
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DOI: 10.1007/s12197-019-09491-7
Abstract: This paper investigates differences in value relevance of predictive stock return models depending on which firm size proxy (or proxies) is used, these being market value ( MV ), total book assets ( TBA )… read more here.
Keywords: value relevance; return models; value; finance ... See more keywords