The usefulness of earnings versus book value for predicting stock returns and cross corporate ownership in Japan
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- Fama, Eugene F & French, Kenneth R, 1992. " The Cross-Section of Expected Stock Returns," Journal of Finance, American Finance Association, vol. 47(2), pages 427-465, June.
- Chan, Louis K C & Hamao, Yasushi & Lakonishok, Josef, 1991. " Fundamentals and Stock Returns in Japan," Journal of Finance, American Finance Association, vol. 46(5), pages 1739-1764, December.
- Marshall Blume & Robert Stambaugh, "undated". "Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83)," Rodney L. White Center for Financial Research Working Papers 11-83, Wharton School Rodney L. White Center for Financial Research.
- Choi, Jongmoo Jay, 1995. "The Japanese and US stock prices: A comparative fundamental analysis," Japan and the World Economy, Elsevier, vol. 7(3), pages 347-360, September.
- Blume, Marshall E. & Stambaugh, Robert F., 1983. "Biases in computed returns : An application to the size effect," Journal of Financial Economics, Elsevier, vol. 12(3), pages 387-404, November.
- Albert Ando & Alan J. Auerbach, 1987. "The Cost of Capital in the U.S. and Japan: A Comparison," NBER Working Papers 2286, National Bureau of Economic Research, Inc.
- Ou, Jane A. & Penman, Stephen H., 1989. "Financial statement analysis and the prediction of stock returns," Journal of Accounting and Economics, Elsevier, vol. 11(4), pages 295-329, November.
- Frederick D S Choi & Hisaaki Hino & Sang Kee Min & Sang Oh Nam & Junichi Ujiie & Arthur I Stonehill, 1983. "Analyzing Foreign Financial Statements: The Use and Misuse of International Ratio Analysis," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 14(1), pages 113-131, March.
- Prowse, Stephen D., 1990. "Institutional investment patterns and corporate financial behavior in the United States and Japan," Journal of Financial Economics, Elsevier, vol. 27(1), pages 43-66, September.
- Jacobson, Robert & Aaker, David, 1993. "Myopic management behavior with efficient, but imperfect, financial markets : A comparison of information asymmetries in the U.S. and Japan," Journal of Accounting and Economics, Elsevier, vol. 16(4), pages 383-405, October.
- Lee, Charles M. C., 1992. "Earnings news and small traders : An intraday analysis," Journal of Accounting and Economics, Elsevier, vol. 15(2-3), pages 265-302, August.
- French, Kenneth R. & Poterba, James M., 1991.
"Were Japanese stock prices too high?,"
Journal of Financial Economics,
Elsevier, vol. 29(2), pages 337-363, October.
- Kenneth R. French & James M. Poterba, 1990. "Were Japanese Stock Prices Too High?," NBER Working Papers 3290, National Bureau of Economic Research, Inc.
- French, K.R. & Poterba, J.M., 1990. "Are Japanese Stock Prices Too High?," Working papers 547, Massachusetts Institute of Technology (MIT), Department of Economics.
- Bildersee, John S. & Cheh, John J. & Lee, Changwoo, 1990. "The international price-earnings ratio phenomenon : A partial explanation," Japan and the World Economy, Elsevier, vol. 2(3), pages 263-282, September.
- Prowse, Stephen D, 1992. " The Structure of Corporate Ownership in Japan," Journal of Finance, American Finance Association, vol. 47(3), pages 1121-1140, July.
- Jaffe, Jeffrey & Keim, Donald B & Westerfield, Randolph, 1989. " Earnings Yields, Market Values, and Stock Returns," Journal of Finance, American Finance Association, vol. 44(1), pages 135-148, March.
- Bildersee, John S. & Cheh, John J. & Zutshi, Ajay, 1993. "The performance of Japanese common stocks in relation to their net current asset values," Japan and the World Economy, Elsevier, vol. 5(3), pages 197-215, September. Full references (including those not matched with items on IDEAS)
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