Modelling the cross-sectional variation of E/P ratios: implications for the E/P anomaly

DOI10.1080/00207729408949320zbMath0819.90023OpenAlexW2010515876MaRDI QIDQ4697851

Teppo Martikainen, Angappa Gunasekaran

Publication date: 5 September 1995

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729408949320

zbMATH Keywords

stock marketcross-sectional variationearnings-price \((E/P)\) ratios

Mathematics Subject Classification ID

Economic time series analysis (91B84)

This page was built for publication: Modelling the cross-sectional variation of E/P ratios: implications for the E/P anomaly