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Applied Financial Economics Volume 19, 2009 - Issue 6
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Original Articles

Extreme equity valuation ratios and stock market investments

Andreas Reschreiter Raiffeisen Zentralbank AG, Raiffeisen RESEARCH, Am Stadtpark 9, Vienna A-1030, AustriaCorrespondence[email protected]
Pages 433-438 | Published online: 09 Mar 2009

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Read on this site (1)

Gabe J. de Bondt, Tuomas A. Peltonen & Daniel Santabárbara. (2011) Booms and busts in China's stock market: estimates based on fundamentals. Applied Financial Economics 21:5, pages 287-300.
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Articles from other publishers (5)

Nicholas Mangee. (2024) Stock price swings and fundamentals: The role of Knightian uncertainty. International Review of Financial Analysis 91, pages 102987.
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Bård Misund & Rune Nygård. (2018) Big Fish: Valuation of the World’s Largest Salmon Farming Companies. Marine Resource Economics 33:3, pages 245-261.
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P.S. Nirmala, P.S. Sanju & M. Ramachandran. (2014) Long-run causal nexus between share price and dividend. Journal of Asia Business Studies 8:2, pages 136-145.
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Markus Stiglbauer. (2010) Corporate Governance Berichterstattung als Instrument wertorientierter Unternehmensführung: Empirische Erkenntnisse für den deutschen KapitalmarktCorporate governance reporting and value-based management: empirical findings for the German capital market. Zeitschrift für Management 5:4, pages 359-384.
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Diwahar Sunder Nadar & Bharti Wadhwa. (2019) Theoretical Review of the Role of Financial Ratios. SSRN Electronic Journal.
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