The structural relationship between financial ratios and capital asset pricing

DOI10.1080/00207729508929091MaRDI QIDQ4848465zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

stock market returnsfinancial ratios

Mathematics Subject Classification ID

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Cites work

• scientific article; zbMATH DE number 49600 (Why is no real title available?)
• Factor analysis by generalized least squares
• Some contributions to maximum likelihood factor analysis
• Thin trading and estimation of systematic risk: An application of an error-correction model

Cited in

(5)

• Using path analysis to integrate accounting and non-financial information: the case for revenue drivers of Internet stocks
• The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach
• 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
• From structural assumptions to a link between assets and interest rates

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