Can the Book-to-Market Ratio Signal Banks’ Earnings and Default Risk? Evidence Around the Great Recession
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s10693-018-0299-4.pdf
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4. Balasubramnian B, Palvia A (2018) Can short sellers inform bank supervision? J Financ Serv Res 53:69–98
5. Ball R, Kothari SP (1989) Non-stationary expected returns: Implications for tests of market efficiency and serial correlation in returns. J Financ Econ 25:51–74
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