New Evidence on the Relation between the Enterprise Multiple and Average Stock Returns

By Tim Loughran, Jay W. Wellman. Journal of Financial and Quantitative Analysis, 2011

117 citations recorded by the source corpus.

Subfields: Accounting, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/f199c13f031cf5e02db0e6409a698b1662ff84af

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In Accounting

1. Chen Xue
2. Kewei Hou
3. Lu Zhang
4. Xiaoji Lin
5. Dongmei Li
6. L. Gu
7. A. Donangelo
8. Kenneth R. Ahern

In Strategy and Management

1. Kewei Hou
2. Chen Xue
3. Lu Zhang
4. Xiaoji Lin
5. Dongmei Li
6. Yuhang Xing
7. Amit Goyal
8. Mariano Massimiliano Croce

Citations in the corpus

• The History of the Cross Section of Stock Returns (2016, unknown): “Loughran and Wellman (2011) compare the predictive power of enterprise multiple to that of book-to-market using return data from July 1963 through December 2009.”
• A Comparison of New Factor Models (2017, background): “Panel A: Momentum (57) Sue1 Earnings surprise (1-month holding period), Sue6 Earnings surprise (6-month holding period), Foster, Olsen, and Shevlin (1984) Foster, Olsen, and Shevlin (1984) Sue12 Earnings surprise Abr1 Cumulative abnormal stock returns (12-month holding period), around earnings annou”