Amanote Research

Amanote Research

    RegisterSign In

Forecasting Japanese Stock Returns With Financial Ratios and Other Variables

Asia-Pacific Financial Markets - United States
doi 10.1007/s10690-010-9135-z
Full Text
Open PDF
Abstract

Available in full text

Categories
Finance
Date

November 26, 2010

Authors
Kohei AonoTokuo Iwaisako
Publisher

Springer Science and Business Media LLC


Related search

Can Financial Ratios Influence the Stock Returns of Financial Sector Companies in Austria?

Acta academica karviniensia
2018English

Stock Return Predictability With Financial Ratios

International Journal of Trade, Economics and Finance
2011English

Stock Returns Forecasting With Metals: Sentiment vs. Fundamentals

European Journal of Finance
EconomicsEconometricsFinance
2017English

A Panel ARDL Application on the Research of the Relationships Between Stock Returns and Financial Ratios

Istanbul Management Journal
2019English

Financial Leverage, Corporate Investment, and Stock Returns

SSRN Electronic Journal
2009English

A Mixed Frequency Approach for Stock Returns and Valuation Ratios

Economics Letters
EconomicsFinanceEconometrics
2020English

Evaluation of Forecasting Methods From Selected Stock Market Returns

Financial Innovation
Management of TechnologyFinanceInnovation
2019English

A Singaporean Study on Macroeconomic Variables Impacting Stock Returns

Asian Journal of Finance & Accounting
2017English

Forecasting Stock Market Returns by Summing the Frequency-Decomposed Parts

Journal of Empirical Finance
EconomicsFinanceEconometrics
2018English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy