Relevant bibliographies by topics / Market to book ratio

Academic literature on the topic 'Market to book ratio'

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Published: 4 June 2021
Last updated: 11 March 2023

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Journal articles on the topic "Market to book ratio"

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Li, Larry, Adela McMurray, and Bo Liu. "The Functionality of Book-to-Market Ratio in Chinese Markets." International Research in Economics and Finance 2, no. 2 (August 8, 2018): 50. http://dx.doi.org/10.20849/iref.v2i2.514.

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We investigate the question whether the book to market ratio acts as a “risk-based” or “mispricing-based” proxy for share price formation in Chinese markets. We find that a strong relationship is observed between the firms’ book to market ratio and stock returns both in current and following years, while we cannot find a steady relationship between market leverage ratio and stock returns. In addition, the findings support the notion that a mispricing-based explanation is more plausible in China due to the speculative features of the Chinese markets.
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Sekar Prianintan, Puspa Indah Indah, Titi Rapini, Riawan Riawan, and Riawan Riawan. "Pengaruh Market Risk, Book To Market Ratio, dan Price Earning Ratio Terhadap Return Saham." ISOQUANT : Jurnal Ekonomi, Manajemen dan Akuntansi 6, no. 2 (November 1, 2022): 215–26. http://dx.doi.org/10.24269/iso.v6i2.1287.

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Perkembangan perekonomian di Indonesia saat ini sudah normal kembali bahkan sudah membaik dari tahun sebelumnya. Ekonomi di Indonesia sempat mengalami perosotan hal ini kemungkinan dikarenakan adanya wabah pandemi yang terjadi pada pertengahan bulan Maret tahun 2019 yang sering disebut dengan covid-19. Hal ini berdampak pada Perusahaan Property dan Real Estate yang dimana juga mengalami kenaikan dan penurunan yang tidak stabil. Para investor sangat mengharapkan saham yang ditanamkan memiliki return berupa keuntungan bukan kerugian tetapi hal ini tidak bisa dipungkiri bahwa para investor akan mendapatkan return saham berupa kerugian. Maka dari itu perlu dilakukan perhitungan untuk mengetahui tingkat nilai buku dan nilai pasar sehingga dalam perhitungan ini bisa menggunakan rumus PBV untuk mengetahui besar nilai buku dan nilai pasarnya sehingga melakukan perhitungan Book To Market Ratio untuk menghitung seberapa besar tingkat nilai buku dan pasar tersebut. Dalam berinvestasi juga perlu adanya pertimbangan untuk risiko pasar maka dari itu hal ini dapat di perhitungkan menggunakan Market Risk atau sering di sebut Beta Pasar dengan perhitungan CAPM. Tidak jarang juga dalam pertimbangan berinvestasi melakukan perhitungan dengan membandingkan harga saham dan earning perusahaannya dalam hal ini dapat dihitung menggunakan Price Earning Ratio.Kata Kunci: Market Risk, Book To Market Ratio, Price Earning Ratio, dan Return Saham.
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Han, Shi-Zhuan, Li Zhang, Guang-Yu Han, and Lei Wang. "The Three-factor Model and China’s Multiple Stock Markets." Journal of International Commerce, Economics and Policy 10, no. 03 (October 2019): 1950016. http://dx.doi.org/10.1142/s1793993319500169.

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This paper aims at discussing the applicability of the three-factor model in China’s multiple security markets. The monthly returns of Shenzhen Main Board Market, Shanghai Stock Market, GEM Securities Market and Small and Medium Board Securities Market from January 2012 to December 2016 are selected as samples. The following conclusions are drawn: the three-factor model is applicable in Shenzhen Main Board Market, that is, the change of stock return is proportional to market factor, book-to-market ratio factor, and inversely proportional to scale factor. Moreover, in terms of the explanatory power of the change of stock return, the market factor is the highest, the scale factor is the second, and the book-to-market ratio factor is the lowest. But in the other three markets, the two-factors model that excludes the ratio of book market value can explain the change of stock return better. In addition, the explanatory power of market factor is better than scale factor.
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Tharavanij, Piyapas. "Optimal Book-Value Debt Ratio." SAGE Open 11, no. 1 (January 2021): 215824402098578. http://dx.doi.org/10.1177/2158244020985788.

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When a firm has a target capital structure, it is usually in a book-value term rather than a market-value one as normally assumed in standard finance textbooks. This article provides a systematic approach to determine the optimal book-value debt ratio. The proposed method balances both the tax benefit of debt and its associated bankruptcy cost and more importantly incorporates the aims to maintain a good credit rating, financial robustness in times of adverse shocks, and financial flexibility to seize good investment opportunities. In terms of methodology, our model incorporates the tax benefit of debt in the form of lower cost of capital, whereas the expected bankruptcy cost is reflected in a higher credit spread. We adjust the Hamada equation to take default risk into account by applying the method suggested by Cohen when adjusting the cost of equity as a debt ratio changes. The model is calibrated to data from the U.S. non-financial firms. It provides predictions concerning the effects of key variables such as profitability and growth. Our model reveals a negative relationship between growth opportunities and market debt ratios but no clear directional relationship with book debt ratios. In addition, our model points to the negative (positive) relationship between profitability and market (book) debt ratio. Interestingly, the two debt ratios move in the opposite directions. These predictions have support from existing empirical literature.
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Wulandari, Vera Pipin, and Kusdhianto Setiawan. "ANALYSIS OF MARKET TIMING TOWARD LEVERAGE OF NON-FINANCIAL COMPANIES IN INDONESIA." Journal of Indonesian Economy and Business 30, no. 1 (September 16, 2015): 42. http://dx.doi.org/10.22146/jieb.7333.

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ABSTRACTThis study aimed to examine the effect of market timing on leverage on non-financial compa-nies in Indonesia. Market timing was tested on the hot and cold market conditions. Hot and cold markets are determined by the monthly market to book ratio. A hot (cold) market occurs when the average market to book ratio of a particular month is above (below) the value of the moving average of the monthly market to book ratio. This study also aimed to test whether non-financial companies in Indonesia persistently applied leverage policies. This study used two research models. The first model was a panel data with a sample size of 77 non-financial companies listed on the Indonesian Stock Exchange from 2002-2013.The second model was a cross section data with a sample size of 157 non-financial companies that conducted their IPO in Indonesia from 2003-2013. The dependent variable in both the research models was leveraget (levt). The independent variables were markett and leveraget-1 (levt–1). The control variables were profitabi-lityt-1 (proft-1); and sizet-1. The results of this study indicated that market timing affected the lev-erage of non-financial companies listed on the Indonesian Stock Exchange. However, market timing did not affect the leverage of non-financial companies that had their IPO in Indonesia. The non-financial companies in Indonesia were not persistently applying a leverage policy. The capital structure of non-financial companies in Indonesia changed because of the influence of variable profitability and size (which supports the pecking order and trade off theory).Keywords: market timing theory, leverage, hot and cold market, market to book ratio
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Meyer, Kenneth R. "Restructuring and the market-to-book ratio." Electricity Journal 10, no. 2 (March 1997): 42–52. http://dx.doi.org/10.1016/s1040-6190(97)80349-1.

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Anugrahani, Acchedya, and Rahmat Setiawan. "Analisis Equity Market Timing dan Struktur Modal." SKETSA BISNIS 7, no. 1 (August 29, 2020): 45–55. http://dx.doi.org/10.35891/jsb.v7i1.2204.

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Abstract This study aims to examine the effect of equity market timing in determining the company's capital structure decisions. The sample used was Indonesian manufacturing companies listed on the Indonesia Stock Exchange (IDX) for the 2013-2018 period. This study uses independent variables namely market to book ratio and External finance weighted average market to book ratio (EFWAMTB), the dependent variable used is market leverage, and the control variables used are profitability, tangibility, and size. This study uses panel data regression. The results of this study indicate that the MTB ratio and EFWAMTB have a significant negative effect on market leverage. So it can be said that Indonesian manufacturing companies apply the equity market timing theory in determining capital structure decisions. The profitability and firm size control variables give significant negative and the tangibility variable shows significant positive results on the company's market leverage. Keywords: equity market timing, market to book ratio, market to book ratio dan External finance weighted average market to book ratio (EFWAMTB), ROA, tangibility, size and market leverage. Abstrak Penelitian ini bertujuan untuk menguji pengaruh equity market timing dalam menentukan keputusan struktur modal perusahaan.Sampel yang digunakan adalah perusahaan manufaktur Indonesia yang terdaftar di Bursa Efek Indonesia (BEI) periode 2013-2018. Strudi ini menggunakan variabel independen yaitu market to book ratio dan external finance weighted average market to book ratio (EFWAMTB), variabel dependen yang digunakan yaitu market leverage dan variabel kontrol yang digunakan adalah profitabilitas, tangibilitas dan size. Studi ini menggunakan regresi data panel.Hasil penelitian ini menunjukan bahwa MTB dan EFWAMTB berpengaruh negatif signifikan terhadap market leverage.Sehingga dapat dikatakan perusahaan manufaktur Indonesia menerapkan teori equity market timing dalam menentukan keputusan struktur modalnya. Variabel kontrol profitabilitas dan firm size memberikan hasil negatif signifikan dan untuk variabel tangibilitas menunjukan hasil positif signifikan terhadap market leverage prusahaan. Kata Kunci: equity market timing, market to book ratio, market to book ratio dan External finance weighted average market to book ratio (EFWAMTB), ROA, tangibility, size and market leverage
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Zhang, Xiao-Jun. "Book-to-Market Ratio and Skewness of Stock Returns." Accounting Review 88, no. 6 (June 1, 2013): 2213–40. http://dx.doi.org/10.2308/accr-50524.

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ABSTRACT: This study demonstrates that stocks with low book-to-market ratios, also known as glamour stocks, have significantly more positive skewness in their return distributions compared to the return distributions of value stocks with high book-to-market ratios. The premium (discount) investors apply to these glamour (value) stocks also correlates significantly with the difference in return skewness. These findings suggest that the value/glamour-stock puzzle is partially explained by investor preference for positive skewness in stock returns. Such preference for skewness, which is consistent with investors having inverse S-shaped utility functions, is observed in such consumer behaviors as lottery purchases and gambling. This paper further documents significant predictive power of accounting-based measures, such as the book rate of return, with respect to the skewness of stock returns. Data Availability: Data are available from sources identified in the paper.
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Astuti, Astuti, Pinondang Nainggolan, Rosanna Purba, and Jubi Jubi. "PENGARUH DEBT TO EQUITY RATIO (DER) TERHADAP MARKET TO BOOK RATIO (MBR) PADA PERUSAHAAN SUB SEKTOR PERDAGANGAN BESAR BARANG PRODUKSI YANG TERCATAT DI BURSA EFEK INDONESIA." SULTANIST: Jurnal Manajemen dan Keuangan 2, no. 2 (August 15, 2018): 12–17. http://dx.doi.org/10.37403/sultanist.v2i2.30.

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Tujuan dari penelitian ini adalah untuk mengetahui gambaran Debt to Equity Ratio (DER) dan Market to Book Ratio (MBR) serta untuk mengetahui dan menganalisis signifikansi pengaruh Debt to Equity Ratio (DER) terhadap Market to Book Ratio (MBR) pada Perusahaan Sub Sektor Perdagangan Besar Barang Produksi yang tercatat di Bursa Efek Indonesia. Penelitian ini dilakukan dengan menggunakan metode analisis deskriptif kualitatif dan analisis deskriptif kuantitatif. Objek penelitian adalah Perusahaan Sub Sektor Perdagangan Besar Barang Produksi yang tercatat di Bursa Efek Indonesia tahun 2009 sampai dengan tahun 2013 yang telah memenuhi kriteria yaitu sebanyak 24 perusahaan. Pengumpulan data dilakukan dengan metode dokumentasi. Teknik analisis yang digunakan adalah regresi linier sederhana, koefisien korelasi, determinasi dan uji t. Analisis data dilakukan dengan menggunakan bantuan software statistic SPSS 21.Hasil penelitian dapat disimpulkan sebagai berikut: 1) Rata-rata Debt to Equity Ratio (DER) adalah sebesar 1,82. 2) Rata-rata Market to Book Ratio (MBR) adalah sebesar 1,789. 3) Ada pengaruh positif antara Debt to Equity Ratio (DER) terhadap Market to Book Ratio (MBR). 4) Hipotesis penelitian H0 diterima artinya Debt to Equity Ratio (DER) berpengaruh tidak signifikan terhadap Market to Book Ratio (MBR). 5) Terdapat hubungan yang sangat lemah antara Debt to Equity Ratio (DER) terhadap Market to Book Ratio (MBR) sebesar 0,181. 6) Terdapat pengaruh yang tidak signifikan antara Debt to Equity Ratio (DER) terhadap Market to Book Ratio (MBR) pada Perusahaan Sub Sektor Perdagangan Besar Barang Produksi yang tercatat di Bursa Efek Indonesia yaitu sebesar 3,3 persen.
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Justina, Dormauli. "Pengaruh Firm Size dan Market to Book Ratio terhadap Return Portofolio." JURNAL MANAJEMEN DAN BISNIS SRIWIJAYA 15, no. 2 (June 8, 2018): 138–45. http://dx.doi.org/10.29259/jmbs.v15i2.5701.

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Tujuan penelitian – To examine effect of firm size and market to book ratio on portfolio return.Desain/Metodologi/Pendekatan – Research sample consists of manufacture firm stock listed in Indonesian Stock Exchange 2011-2013. Portfolio return measured by excess return of average 5 highest return and 5 lowest return. Portfolio firm size measured by differences of average return of 5 biggest firm size with 5 smallest firm size. Portfolio book to market ratio measured by differences of average return of 5 highest book to market ratio with 5 lowest book to market ratioTemuan – Based on regression analysis, firm size and book to market ratio have negative effect on portfolio return. The result confirms existence of three factor model in return determination. Investor captures the size effect and financial distress indication of book to market ratio in return estimation and stock investment decision making.Keterbatasan penelitian – This research only used manufacture firm as sample, so the result could not be generalized to all firm population at Indonesia Stock Exchange. This research also did not separate between active stock and inactive stock which were traded monthly, so it probably there was bias return calculation because of the inactive stock.Originality/value – the high of book to market ratio showed that the firm had bad performance and tend to financial distress or poor prospect.
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Dissertations / Theses on the topic "Market to book ratio"

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Vieira, Pedro Nuno Rino Carreira. "Efeitos dimensão e book to market ratio revisitados : o caso inglês." Master's thesis, Instituto Superior de Economia e Gestão, 2005. http://hdl.handle.net/10400.5/601.

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Mestrado em Gestão
Uma das correntes teóricas centrais do universo da investigação em finanças assenta na Efficient Markets Hipothesys, segundo a qual os mercados são eficientes e os investidores racionais, na lógica do pensamento de Markowitz e do modelo CAPM. No entanto, têm vindo a ser identificadas na literatura diversas anomalias, nomeadamente overeraction, underreaction, efeito earnings value, efeito dimensão e efeito book to market, entre outros. O estudo destas anomalias tem vindo a ser levado a cabo sobretudo no contexto do paradigma Behavioural Finance. Fama e French (1992) identificam o efeito dimensão e o efeito book to market como os mais relevantes para a explicação da evolução dos preços dos activos financeiros, desenvolvendo com base neles um modelo multi-factor para a explicação das respectivas rendibilidades. Para o efeito, assumem os respectivos indicadores como proxies de factores de risco (Fama e French, 1993). Por contraposição, Daniel e Titman (1997) apresentam evidência de que a dimensão e o book to market explicam a rendibilidade dos títulos por serem características relevantes da empresa e não por constituírem proxies de factores de risco. Resultados que Davis, Fama e French (2000) rebateram com um conjunto de dados diferente e com uma nova metodologia de tratamento. Quem terá razão? Eis a nossa dúvida inicial. No entanto, a nossa surpreendente e inesperada evidência para o mercado inglês começa por contrariar o modelo proposto por Fama e French (1993) e mostra grandes contradições na relação entre os efeitos dimensão e book to market, por um lado, e rendibilidade e volatilidade na Inglaterra e nos EUA. Surgiram aparentes irracionalidades, de tal forma que as bases de suporte da nossa questão deixaram de fazer sentido. Uma coisa parece certa: os resultados confirmam, no mínimo, a má-especificação do CAPM e, no máximo, sugerem que os mercados financeiros não são de todo eficientes.
The Efficient Markets Hypothesis is one of the mainstream theories in the financial world. Financial markets are supposed to be efficient and its players rational as defined by Markowitz (1959) and assumed by the CAPM. However, several anomalies, such as overreaction, underreaction, earnings value, size effect or book to market effect, have been reported during the last 25 years, especially in the 80's. Many of the academic working in this subfield regards their results as strong evidence against the Efficient Markets Hypothesis. This approach is usually known in the financial markets academic community as the Behavioural Finance paradigm. In work published in 1992, Fama and French have studied all these anomalies concluding that size effect and the book to market effects are the most relevant ones. With these two variables and a market factor P they have proposed a multifactor model to explain the stock return. They assume that all market value and Book to Market Ratio are proxies to some distress factor. However, Daniel and Titman (1997) show that these factors can not be understood as distress factor proxies, but as relevant characteristics that can actually explain the cross section variation in stock returns. On their work Davis, Fama and French (2000) refuse these results using a different set of data and another methodology. The question is Who's right? This was our initial focus. However, we have found surprising and unexpected evidence against the Fama-French Model in the United Kingdom market and challenging about the size and market to book effects in both UK and USA. Some irrationality has come up making our initial question irrelevant under the Daniel and Titman (1997) and Davis, Fama and French (2000) methodologies. One issue remain certain: our results, at least, support a bad CAPM specification and, at most, suggest that financial markets are not efficient, at all.
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Dimmock, Stephen G. "The book-to-market ratio and Schwert-Seguin type tests of volatility." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2000. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape3/PQDD_0019/MQ54300.pdf.

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Oler, Mitchell Jon. "The continuing existence of firms with a market-to-book ratio less than 1 /." Thesis, Connect to this title online; UW restricted, 2006. http://hdl.handle.net/1773/8715.

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AlShammasi, Naji Mohammad. "The Limits of Arbitrage and Stock Mispricing: Evidence from Decomposing the Market to Book Ratio." Thesis, University of North Texas, 2015. https://digital.library.unt.edu/ark:/67531/metadc848132/.

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The purpose of this paper is to investigate the effect of the "limits of arbitrage" on securities mispricing. Specifically, I investigate the effect of the availability of substitutes and financial constraints on stock mispricing. In addition, this study investigates the difference in the limits of arbitrage, in the sense that it will lead to lower mispricing for these stocks, relative to non-S&P 500 stocks. I also examine if the lower mispricing can be attributed to their lower limits of arbitrage. Modern finance theory and efficient market hypothesis suggest that security prices, at equilibrium, should reflect their fundamental value. If the market price deviates from the intrinsic value, then a risk-free profit opportunity has emerged and arbitrageurs will eliminate mispricing and equilibrium is restored. This arbitrage process is characterized by large number of arbitrageurs which have infinite access to capital. However, a better description of reality is that there are few numbers of arbitrageurs to the extent that they are highly specialized; and they have limited access to capital. Under these condition arbitrage is no more a risk-free activity and can be limited by several factors such as arbitrage risk and transaction costs. Other factors that are discussed in the literature are availability of substitutes and financial constraints. The former arises as a result of the specialization of arbitrageurs in the market in which they operate, while the latter arises as a result of the separation between arbitrageurs and capital. In this dissertation, I develop a measure of the availability of substitutes that is based on the propensity scores obtained from propensity score matching technique. In addition, I use the absolute value of skewness of returns as a proxy of financial constraints. Previous studies used the limits of arbitrage framework to explain pricing puzzles such as the closed-end fund discounts. However, closed-end fund discounts are highly affected by uncertainty of managerial ability and agency problems. This study overcomes this problem by studying the effect of limits of arbitrage on publicly traded securities. The results show that there is a significant relationship between proxies of limits of arbitrage and firm specific mispricing. More importantly, empirical results indicate that stocks that have no close substitutes have higher mispricing. In addition, stocks that have high skewness show higher mispricing. Subsequent studies show that the S&P 500 stocks have different levels of liquidity, analysts’ coverage and volatility. These characteristics affect the ability of arbitrageurs to eliminate mispricing. Preliminary univariate tests show that S&P 500 stocks have, on average, lower mispricing and limits of arbitrage relative to non-S&P 500 stocks. In addition, the multivariate test shows that S&P 500 members have, on average, lower mispricing relative to non-S&P 500 stocks.
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Liu, Chang. "Two essays on corporate liquidity management." Kent State University / OhioLINK, 2018. http://rave.ohiolink.edu/etdc/view?acc_num=kent1525891031065629.

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Eriksson, Axel, and Sofié Enlund. "Sambandet mellan market to book ratio och framtida lönsamhet : En jämförelse under åren 1980 till 2004." Thesis, Uppsala University, Department of Business Studies, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-126902.

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Nurmenniemi, S. (Sami). "Usefulness of book-to-market ratio and strength of future residual incomes to predict future stock returns." Master's thesis, University of Oulu, 2015. http://urn.fi/URN:NBN:fi:oulu-201505211552.

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In the past academic research have displayed strong evidence that stocks with the relatively low valuation earn higher future returns than stocks with relatively high valuation. This kind of value anomaly seems to exist for example between firms with high and low book-to-market ratio. In addition there is a lot of evidence that future stock returns can be predicted by analyzing past financial information. Especially the value relevant fundamentals which are usually the main components of equity valuation models seems to consist useful information about the future stock prices. In this thesis it is investigated if the investment strategy based on book-to-market valuation ratio and the main fundamental components of residual income valuation model can generate abnormal future stock returns. Strategy focuses on high book-to-market firms which past financial information indicates strong future residual incomes for these firms. These pieces of information are recognized by analyzing the return on equity and expected return on equity which are the main components of residual income model. The results shows that investment strategy based on book-to-market ratio and strength of future residual incomes generates higher mean returns than equally weighted market portfolio in the U.S markets during the years 1970–2010. Furthermore the strategy outperforms high book-to-market portfolio by mean return margin of 11.5%-points. Strategy seems to be quit robust across time as well when it is outperforming equally weighted market and high book-to-market portfolios almost 80% of the time. The returns appears to be highest among firms with the smallest market value and lowest among the large-sized firms. However the benefits of using fundamental based screening are stronger among medium-sized firms which indicates that superior return performance of the investment strategy is not driven by small firm effect. It seems also that the superior returns are not at least fully compensation for extra risk. Actually the strategy prefers the stocks with the low earnings variability and leverage together with high liquidity which are argued to be appropriate proxies for risk. Also the explanation of Fama and French (1992) which argues that abnormal returns of high book-to-market firms are due high distress of these firms is not supported by results presented in this thesis. In fact the strategy prefers firms with low distress and still generates higher mean returns than high book-to-market firms on average. This indicates that there could be undervalued stocks in the market which are successfully identified by investment strategy based on valuation ratio and analyzing past financial information.
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Svensson, Tobias, and Didrik Björkeroth. "Intellektuellt kapital - En svårfångad värdeskapare." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-196491.

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Intellektuellt kapital anses av många vara en av de största drivande faktorerna till företags framgång och i litteraturen värderas den ofta som skillnaden mellan ett företags marknadsvärde och dess bokförda värde. Market-to-book ratio är det relativa måttet som beskriver denna skillnad och gör det möjligt att jämföra detta värde med andra företag. Målet med denna uppsats är att undersöka hur företag redogör för sitt intellektuella kapital och utreda hur detta reflekteras i företags market-to-book ratio. Frågeställningarna som besvaras är huruvida det finns något samband mellan ett företags market-to-book ratio och dess redogörelser för intellektuellt kapital i dess årsredovisningar och om det finns något samband mellan dessa redogörelser och förändringar i market-to-book ratio. För att mäta redogörelser för intellektuellt kapital gjordes innehållsanalyser. Totalt undersöktes 60 företags årsredovisningar på Stockholmsbörsens Large- och Mid Cap. Resultatet tyder på att samband mellan företags market-to-book ratio och dess redogörelser för intellektuellt kapital saknas, undersökningen fann inte heller något samband mellan redogörelser för intellektuellt kapital och förändringar i market-to-book ratio.
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Martin, Kris Rowland. "The Effect of Accounting Method Choice on Earnings Quality: A Study of Analysts' Forecasts of Earnings and Book Value." Diss., Virginia Tech, 2002. http://hdl.handle.net/10919/29240.

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Whether the quality of a firm's reported earnings affects investors' ability to predict future earnings and stock returns is still a subject of much debate among accounting researchers. Lev (1989) suggests that low quality earnings may be causing the relatively low correlation between reported earnings and stock returns (or the market's evaluation of future earnings). This dissertation used the valuation model described in Ohlson (1995) and Feltham and Ohlson (1995) to explore the possible links between accounting method choices and the ability of investors to use reported earnings to predict future earnings. The results demonstrate that prior researchers' assumptions regarding which accounting methods are generally conservative or liberal are reasonably accurate over large numbers of firms. The results also show that one group of analysts (Value Line Investment Survey) is able to predict future earnings more accurately over medium-term and long-term forecast horizons for firms using generally conservative accounting methods than those firms employing generally liberal accounting methods. This research adds to the prior "quality of earnings" research by showing that analysts can predict earnings more accurately for certain classes of firms (i.e., firms using conservative accounting methods), thus increasing our knowledge of what constitutes high-quality earnings. The research also explores the effects of growth on the quality of earnings question, the effects of firm size, leverage, and industry membership on the relationship, and the robustness of the Feltham and Ohlson Model to alternative definitions of key components of the model.
Ph. D.
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Abdel-Jalil, Tawfiq Hasan. "Book-to-market value of equity ratios and earnings realization." Thesis, Bangor University, 2000. https://research.bangor.ac.uk/portal/en/theses/booktomarket-value-of-equity-ratios-and-earnings-realization(48ae90b1-c8a9-44c9-b2ca-e030783c2f04).html.

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This thesis increases our understanding of the book-to-market ratio via a detailed examination of how and when earnings are realised in relation to firms' "capitalisation" and "average useful-life of assets". Book-to-market ratios (BMRs) are regressed as a function of changes in market value of equity ratios for British industrial companies registered on the London Stock Exchange from 1987 to 1996. Data from a prior period (1976-1986) is also employed to stabilise for effects of earnings realisation before the regression period. The "average useful-life assets" for the firms in the sample determines the time horizon of the analysis. The path of abnormal earnings over this horizon reflects the pattern of expiration of the useful-lives of assets in place. The analysis finds that an accrual measurement effect dominated in BMRs increases over the analysis period and also that accrual measurement is more influential in BMRs for firms with short than with long "average useful-life assets". Changes in market value ratios are found to inform about future earnings up to at least six years, except for highlycapitalised firms with long useful-life assets (for which the relationship lasts up to 4 years). The length of the informative period is found to be inverse to the average useful-life of firms' assets. The effect of differences between annual changes in market value of equity ratios on BMRs across time diminishes soon (two years) after the initial market shock' occurs. Long useful-life assets have no further effect on BMRs evolution at more distant lags. Contrary to previous research (in the USA), changes in market value of equity ratios (for UK firms) are found to be associated more with short than with long useful-life assets. Although not specially tested for, this result supports the notion of "short-terminism" of which the UK stock market is sometimes accused. The apparent "short-terministic" outlook by investors in UK firms coincides with improved predictability of BMRs in the UK compared with the US market. The high coefficients of determination from changes in market value of equity ratios as a function of BMRs, identified in the study, motivates a further test for a prediction model which is able to predict 29.2% of the variation in book-tomarket value of equity ratios 8 years in advance.
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Books on the topic "Market to book ratio"

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Market Trader and Independent Retailer., ed. Market year book. Oldham: World's Fair, 2003.

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Henry, Linda. Farmer's market cook book. Des Moines, Iowa: Better Homes and Gardens Books, 1993.

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Book market in Poland. Warszawa: Biblioteka Analiz, 2006.

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Resources, Inc Lang Marketing. Service market trends data book. Wyckoff, NJ: Lang Marketing Resources, 2001.

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Mascull, Bill. Market leader: Teacher's resource book. Harlow (Essex): Longman, 2007.

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Jerzy, Buzek, Hausner Jerzy, Rotfeld Adam Daniel, and Open Eyes Economic Summit (OEES), eds. Open eyes book. Kraków: Fundacja GAP, 2016.

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1945-, Barlow Klarenz, ed. The Ratio book: A documentation of The Ratio Symposium, Royal Conservatory, The Hague, 14-16 December 1992. Köln, Germany: Feedback Studio, 2001.

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Nisbet, James D. Weathering stock market storms. Jacksonville Beach, FL: Capital Books, 1994.

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Marhaeni, Harmawanti. Analisis incremental labour output ratio: Tahun 1990-2004. Jakarta: Badan Pusat Statistik, 2005.

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Butler, Eamonn. The Best Book on the Market. New York: John Wiley & Sons, Ltd., 2009.

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Book chapters on the topic "Market to book ratio"

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Cakici, Nusret, and Kudret Topyan. "Book-to-Market Ratio." In Risk and Return in Asian Emerging Markets, 121–33. New York: Palgrave Macmillan US, 2014. http://dx.doi.org/10.1057/9781137359070_9.

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Yu, Jing, Siwei Cheng, and Bin Xu. "Size, Book-to-Market Ratio and Relativity of Accounting Information Value: Empirical Research on the Chinese Listed Company." In Communications in Computer and Information Science, 737–43. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-02298-2_109.

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Pav, Steven E. "Market Timing." In The Sharpe Ratio, 387–406. Boca Raton: Chapman and Hall/CRC, 2021. http://dx.doi.org/10.1201/9781003181057-11.

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Ben-Chaim, David, Yaffa Keret, and Bat-Sheva Ilany. "Structure of Book." In Ratio and Proportion, 7–11. Rotterdam: SensePublishers, 2012. http://dx.doi.org/10.1007/978-94-6091-784-4_2.

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Choudhry, Moorad, Didier Joannas, Richard Pereira, and Rod Pienaar. "Introduction to Financial Ratio Analysis." In Capital Market Instruments, 462–76. London: Palgrave Macmillan UK, 2005. http://dx.doi.org/10.1057/9780230508989_21.

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Choudhry, Moorad, Didier Joannas, Gino Landuyt, Richard Pereira, and Rod Pienaar. "Introduction to Financial Ratio Analysis." In Capital Market Instruments, 440–54. London: Palgrave Macmillan UK, 2010. http://dx.doi.org/10.1057/9780230279384_22.

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Chester, Peter. "The UK Holiday Market." In Horwath Book of Tourism, 76–86. London: Palgrave Macmillan UK, 1990. http://dx.doi.org/10.1007/978-1-349-11687-4_8.

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Prange, Christiane. "Overview of the Book." In Market Entry in China, 27–33. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-29139-0_4.

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Kaplan, Oren. "The 100 Trillion Dollar Market Failure." In The WealthTech Book, 203–5. Chichester, UK: John Wiley & Sons, Ltd, 2018. http://dx.doi.org/10.1002/9781119444510.ch49.

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Eisler, Zoltán, Jean-Philippe Bouchaud, and Julien Kockelkoren. "Models for the Impact of All Order Book Events." In Market Microstructure, 113–35. Oxford, UK: John Wiley & Sons Ltd, 2013. http://dx.doi.org/10.1002/9781118673553.ch5.

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Conference papers on the topic "Market to book ratio"

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Tekin, Bilgehan, and Seda Nur Bastak. "The Relationship of Stock Prices and Stock Market Performance Ratios in Companies Trading on Borsa Istanbul: An Application in Companies with the Highest Trading Volume." In International Conference on Eurasian Economies. Eurasian Economists Association, 2021. http://dx.doi.org/10.36880/c13.02599.

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In this study, the effect of certain ratios that investors pay attention to on stock prices in Borsa Istanbul is examined. For this purpose, 30 of the stocks with which the investors traded the most were taken as a sample. In the study, 30 companies with the highest average trading volume in the analysis period were selected according to their transactions in Borsa Istanbul. The study covers the period between 2010: 1Q-2019: 4Q. Variables included in the study are stock market price, P/E ratio, trading volume, market to book ratio, beta, free float percentage. In this study, it has been tried to understand at what level the stock market prices of companies' publicly traded stocks are affected by the indicators that emerge as a result of the transactions realized in the stock exchange, rather than the ratios discussed within the scope of financial analysis and ratio analysis, examples of which are very common in the literature. Panel regression analysis was performed in the study. Before proceeding to the panel regression analysis, preliminary tests were carried out and the model was tried to be given its most suitable form. For this purpose, multicollinearity tests, cross section dependency test, second generation unit root tests, varying variance test, panel regression model selection were made. The model created in the last stage was estimated. As a result of the study, it was seen that the Price/Earnings, Transaction Volume, Market Value/Book Value and Beta variables were significantly effective on the stock market prices of the companies' stocks. Among these variables, BETA affects negatively, while other variables affect positively. The variable with the highest effect on the share price is the negative BETA coefficient and the positive direction is the trading volume.
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Utomo, Kurniawan Prambudi, and Abdul Rahman. "IMPLEMENTATION OF DEBT EQUITY RATIO (DER) AND UNDERWRITER'S REPUTATION ON UNDERPRICING DURING INITIAL PUBLIC OFFERING (IPO) ON THE IDX." In Global Conference on Business and Management Proceedings. Goodwood Conferences, 2022. http://dx.doi.org/10.35912/gcbm.v1i1.10.

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This study is expected to describe a real phenomenon that occurs on the Indonesian stock exchange to determine the direct relationship between the Debtto Equity Ratio (DER) and the Reputation of the Underwriter on the Indonesia Stock Exchange (IDX). uses qualitative research, namely field observation research by distributing data that has been structured in a structured manner, and collecting information on the IDX, IDX Fact Book, and scientific literature. From 104 companies and there are 96 companies who experience underpricing, Underpricingon the condition of the company selling shares to the public or Initial Public Offering (IPO) in 2018 which is influenced by the reputation of the underwriter, the size of the company. This study only consists of three variables, Debt to Equity Ratio (DER), Influence, and Reputation of the Underwriter on the Underpricing Phenomenon, while there are many other factors such as stock trivia and e-IPO so that it will be better and meet scientific principles. Underpricing that occurs in companies conducting IPOs, is mostly avoided by other companies because the funds obtained are not maximally obtained from the initial investment price and are below the market price or stock price in the market.
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Düzakın, Hatice, and Heba Isleem. "Ownership concentration, Foreign shareholding, Audit quality and Stock Price Synchronicity: A Critical Review of literature and Evidence from BORSA Istanbul." In International Conference on Eurasian Economies. Eurasian Economists Association, 2021. http://dx.doi.org/10.36880/c13.02596.

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Stock price synchronicity is used to explain the co-movement of stock price in the same direction over a certain period with the market price. The aim of this seminar paper is critically review literatures which investigated the association between firm specific information such as ownership concentration, foreign shareholding, audit quality and stock price synchronicity. Most of research used to measure stock price synchronicity either classical synchronicity measure, R-square measure or zero return measure. Studies show that stock price synchronicity high in emerging markets comparing to developed markets. Poland, China, Taiwan, Malaysia, Turkey, Columbia and Mexico are among the highest synchronized countries and the reason to their higher synchronicity is poor property right controlling. Ownership concentration, foreign shareholding, audit quality are among the main factors which affected stock price synchronicity. Most of research on this topic are conducted in case of China stock markets due to china is the second higher synchronized country. The finding of reviewed literature indicated that there are negative relationships between ownership concentration, foreign shareholding, audit quality and stock price synchronicity, meaning that low ownership concentration, low foreign ownership and low audit quality resulted in high stock price synchronicity and vice versa. The paper also empirically investigated the association between stock price synchronicity and corporate governance factors such as ownership concentration, foreign shareholding and Percentage of independent directors in the board for 15 companies listed in Borsa Istanbul 30 indexe (BIST 30) covering the period between 2016 and 2019. The finding indicated that only leverage positively associated with stock price synchronicity and foreign ownership, ownership concentration and market to book ratio are negatively associated with stock price synchronicity.
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Zhang, Jing. "The Book Market Influence Of Book Integrated Design." In 2017 3rd International Conference on Economics, Social Science, Arts, Education and Management Engineering (ESSAEME 2017). Paris, France: Atlantis Press, 2017. http://dx.doi.org/10.2991/essaeme-17.2017.67.

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Afrino, Januar, and Masdupi Erni. "Effect of Profitability Ratio, Solvency, Market Ratio, Andrisk Ratio on Stock Return." In Proceedings of the Third Padang International Conference On Economics Education, Economics, Business and Management, Accounting and Entrepreneurship (PICEEBA 2019). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/piceeba-19.2019.66.

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Yamada, Kenta, and Takayuki Mizuno. "Relationships between market impact characteristics and order book properties." In 2017 IEEE International Conference on Big Data (Big Data). IEEE, 2017. http://dx.doi.org/10.1109/bigdata.2017.8258293.

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Kongbuntad, Atchareeya, Monthippa Uthansakul, and Peerapong Uthansakul. "Improved beamforming code book for WiGig using Maximal Ratio Combining." In 2014 International Conference on Information Networking (ICOIN). IEEE, 2014. http://dx.doi.org/10.1109/icoin.2014.6799675.

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Jiang, Guochao, Susheng Wang, and Hailing Dong. "A Survey of Limit Order Book Modeling in Continuous Auction Market." In 2011 3rd International Workshop on Intelligent Systems and Applications (ISA). IEEE, 2011. http://dx.doi.org/10.1109/isa.2011.5873393.

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Sueshige, Takumi, Kiyoshi Kanazawa, Hideki Takayasu, and Misako Takayasu. "Time-Variation of Imbalance of Order Book in Foreign Exchange Market." In Proceedings of the Asia-Pacific Econophysics Conference 2016 — Big Data Analysis and Modeling toward Super Smart Society — (APEC-SSS2016). Journal of the Physical Society of Japan, 2017. http://dx.doi.org/10.7566/jpscp.16.011008.

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Liao, Yuping. "The Concentration Ratio of China Construction Industry Market." In 2010 International Conference on Management and Service Science (MASS 2010). IEEE, 2010. http://dx.doi.org/10.1109/icmss.2010.5577404.

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Reports on the topic "Market to book ratio"

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Ardani, Kristen, and Robert Margolis. 2010 Solar Technologies Market Report (Book). Office of Scientific and Technical Information (OSTI), November 2011. http://dx.doi.org/10.2172/1032394.

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Bartram, Söhnke, Mark Grinblatt, and Yoshio Nozawa. Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns. Cambridge, MA: National Bureau of Economic Research, August 2020. http://dx.doi.org/10.3386/w27655.

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Linton, Oliver, Seok Young Hong, and Hui Jun Zhang. An investigation into multivariate variance ratio statistics and their application to stock market predictability. Institute for Fiscal Studies, March 2015. http://dx.doi.org/10.1920/wp.cem.2015.1315.

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Hulten, Charles, and Xiaohui Hao. What is a Company Really Worth? Intangible Capital and the "Market to Book Value" Puzzle. Cambridge, MA: National Bureau of Economic Research, December 2008. http://dx.doi.org/10.3386/w14548.

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Espinosa, Marco, and Steven H. Russell. The Inflationary Effect of the Use of Reserve Ratio Reductions, or Open Market Purchases to Reduce Market Interest Rates: A Theoretical Comparison. Federal Reserve Bank of St. Louis, 1990. http://dx.doi.org/10.20955/wp.1990.006.

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Gordon, Robert. A New Method of Estimating Potential Real GDP Growth: Implications for the Labor Market and the Debt/GDP Ratio. Cambridge, MA: National Bureau of Economic Research, August 2014. http://dx.doi.org/10.3386/w20423.

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Andreasen, Eugenia, and Victoria Nuguer. Capital Flow Management Measures and Dollarization. Inter-American Development Bank, December 2020. http://dx.doi.org/10.18235/0002905.

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This paper studies from an empirical and theoretical perspective the systemic and bank-level effects of imposing reserve requirements (RR) in foreign currency in an economy with a heavily dollarized financial system. The paper empirically characterizes banks responses to the RR carried out by the Peruvian Central Bank since 2008 with the objective of stabilizing the financial market and meeting its policy targets. The results suggest that the RR is effective in reducing the overall level of credit in the economy and that banks response in terms of credit and deposits is very heterogeneous depending on their ex ante preference for foreign funding ratio, i.e., the ratio of deposits in dollars to total loans. Motivated by the empirical insights, the paper builds a DSGE small-open-economy model with financial frictions à la Gertler-Karadi-Kiyotaki, where bank heterogeneity and financial dollarization are introduced to evaluate the effectiveness of the differential RR in reducing financial dollarization and improving financial resilience.
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Quak, Evert-jan. The Link Between Demography and Labour Markets in sub-Saharan Africa. Institute of Development Studies (IDS), January 2020. http://dx.doi.org/10.19088/k4d.2021.011.

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This rapid review synthesises the literature from academic, policy, and knowledge institution sources on how demography affects labour markets (e.g. entrants, including youth and women) and labour market outcomes (e.g. capital-per-worker, life-cycle labour supply, human capital investments) in the context of sub-Saharan Africa. One of the key findings is that the fast-growing population in sub-Saharan Africa is likely to affect the ability to get productive jobs and in turn economic growth. This normally happens when workers move from traditional (low productivity agriculture and household businesses) sectors into higher productivity sectors in manufacturing and services. In theory the literature shows that lower dependency ratios (share of the non-working age population) should increase output per capita if labour force participation rates among the working age population remain unchanged. If output per worker stays constant, then a decline in dependency ratio would lead to a rise in income per capita. Macro simulation models for sub-Saharan Africa estimate that capital per worker will remain low due to consistently low savings for at least the next decades, even in the low fertility scenario. Sub-Saharan African countries seem too poor for a quick rise in savings. As such, it is unlikely that a lower dependency ratio will initiate a dramatic increase in labour productivity. The literature notes the gender implications on labour markets. Most women combine unpaid care for children with informal and low productive work in agriculture or family enterprises. Large family sizes reduce their productive labour years significantly, estimated at a reduction of 1.9 years of productive participation per woman for each child, that complicates their move into more productive work (if available). If the transition from high fertility to low fertility is permanent and can be established in a relatively short-term period, there are long-run effects on female labour participation, and the gains in income per capita will be permanent. As such from the literature it is clear that the effect of higher female wages on female labour participation works to a large extent through reductions in fertility.
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Arias, Karla, David López, Segundo Camino-Mogro, Mariana Weiss, Dylan Walsh, Livia Gouvea, and Michelle Carvalho Metanias Hallack. Green Transition and Gender Bias: An Analysis of Renewable Energy Generation Companies in Latin America. Edited by Amanda Beaujon Marin. Inter-American Development Bank, September 2022. http://dx.doi.org/10.18235/0004461.

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This study analyzes how the energy transition might change gender bias in power-generating industries. To this end, this paper employs a sample of 102 renewable energy generation companies from six countries in Latin America and the Caribbean: Bolivia, Chile, Costa Rica, Panama, Mexico, and Uruguay. The analysis of collected data shows that renewable generation companies with the highest relative efficiency in the labor-capital ratio are those with the highest participation of women. In addition, the results show that renewable companies are incrementing recruitment of women in energy generation. Nevertheless, in the analyzed sample, the participation of women in renewables is still lower than the sectorial average. Moreover, there is no structural change with respect to roles that women occupy, when comparing renewables companies with others generation companies. Considering the companies size, bigger renewables companies (with higher installed generation capacity) tend to hire more women, but those women occupy mostly non-technical positions. In addition, women's participation decreases in positions requiring more technical occupations. Women represent 36% of STEM1 employees, 39% of non-STEM employees, and 48% of non-qualified employees of the renewable generation companies surveyed. Concerning the role of women in decision making roles within energy companies, wide gender gaps exist in executive and management positions; the proportion of females in the boardroom and in management roles for renewables generation companies was 24% and 22%, respectively. Furthermore, 68% of surveyed companies did not have a gender policy in place. This study confirms that a change in technology alone does not generate qualitative changes in the labor market from a gender perspective. Such changes would be achieved by complementing technological change with inclusion policies, encouraging women to study careers related to science and technology to fill the shortage of female professionals in these areas, and closing the knowledge gap through systematic data collection and sharing about gender in the energy workforce.
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Apiyo, Eric, Zita Ekeocha, Stephen Robert Byrn, and Kari L. Clase. Improving Pharmacovigilliance Quality Management System in the Pharmacy and Poisions Board of Kenya. Purdue University, December 2021. http://dx.doi.org/10.5703/1288284317444.

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The purpose of this study was to explore ways of improving the pharmacovigilance quality system employed by the Pharmacy and Poisons Board of Kenya. The Pharmacy and Poisons Board of Kenya employs a hybrid system of pharmacovigilance that utilizes an online system of reporting pharmacovigilance incidences and a physical system, where a yellow book is physically filled by the healthcare worker and sent to the Pharmacy and Poisons Board for onward processing. This system, even though it has been relatively effective compared to other systems employed in Africa, has one major flaw. It is a slow and delayed system that captures the data much later after the fact and the agency will always be behind the curve in controlling the adverse incidents and events. This means that the incidences might continue to arise or go out of control. This project attempts to develop a system that would be more proactive in the collection of pharmacovigilance data and more predictive of pharmacovigilance incidences. The pharmacovigilance system should have the capacity to detect and analyze subtle changes in reporting frequencies and in patterns of clinical symptoms and signs that are reported as suspected adverse drug reactions. The method involved carrying out a thorough literature review of the latest trends in pharmacovigilance employed by different regulatory agencies across the world, especially the more stringent regulatory authorities. A review of the system employed by the Pharmacy and Poisons Board of Kenya was also done. Pharmacovigilance data, both primary and secondary, were collected and reviewed. Media reports on adverse drug reactions and poor-quality medicines over the period were also collected and reviewed. An appropriate predictive pharmacovigilance tool was also researched and identified. It was found that the Pharmacy and Poisons Board had a robust system of collecting historical pharmacovigilance data both from the healthcare workers and the general public. However, a more responsive data collection and evaluation system is proposed that will help the agency achieve its pharmacovigilance objectives. On analysis of the data it was found that just above half of all the product complaints, about 55%, involved poor quality medicines; 15% poor performance, 13% presentation, 8% adverse drug reactions, 7% market authorization, 2% expired drugs and 1% adulteration complaints. A regulatory pharmacovigilance prioritization tool was identified, employing a risk impact analysis was proposed for regulatory action.
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