The structural relationship between financial ratios and capital asset pricing

DOI10.1080/00207729508929091zbMATH Open0831.90013OpenAlexW2022928952MaRDI QIDQ4848465FDOQ4848465

Authors: Jaana Aaltonen, Ralf Östermark 

Publication date: 17 September 1995

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729508929091

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zbMATH Keywords

stock market returnsfinancial ratios

Mathematics Subject Classification ID

Cites Work

• Some contributions to maximum likelihood factor analysis
• Factor analysis by generalized least squares
• Thin trading and estimation of systematic risk: An application of an error-correction model
• Title not available (Why is that?)

Cited In (5)

• From structural assumptions to a link between assets and interest rates
• Multi-period lead relations between price-to-book ratios and accounting rates-of-returns: Korean evidence
• Analyzing foreign financial statements: A dual scaling approach to the international ratio analysis
• The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach
• Using path analysis to integrate accounting and non-financial information: the case for revenue drivers of Internet stocks

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