How to cite this paper
Zarandi, H & Mozdabadi, S. (2012). A study on the effect of size and ratio of book value to market value on excessive return.Management Science Letters , 2(8), 6037-3072.
Refrences
Acharya, V., & Pedersen, L. (2005). Asset pricing with liquidity risk. Journal of Financial Economics, 77, 375-410.
Akinwale, S.O, & Abiola, R.O. (2007). A conceptual model of asset portfolio decision making: a case study in developing country, 195-200.
Agénor, P.R., & El Aynaoui,K. (2010). Excess liquidity, bank pricing rules, and monetary policy. Journal of Banking & Finance, 34(5), 923-933.
Avramov, D. E., & Chordia, T., & Goyal, A. (2006). Liquidity and autocorrelations in individual stock returns. Journal of Finance, 61(5), 2365-2394.
Bortolotti, B., de Jong, F., Nicodano, G., & Schindele, I. (2007). Privatization and stock market liquidity. Journal of Banking & Finance, 31(2), 297-316.
Eckbo, B.E., & Norli, ?. (2005). Liquidity risk, leverage and long-run IPO returns. Journal of Corporate Finance, 11(1–2), 1-35
Fama, E., & French, K. ( 1992) . The cross-section of expected stock returns. Journal of Finance, 2, 427-460.
Fama, F. E. (1998). Market efficiency, long term returns and behavioral finance. Journal of Financial Economics, 49, 283-306.
Fama, F. E., & French, K.R. (1999). The corporate cost of capital and return on corporate investment. Journal of Finance, 54, 1939-1967.
Kelly, L.J., Barnett, W.A., Keating, J.W. (2011). Rethinking the liquidity puzzle: Application of a new measure of the economic money stock. Journal of Banking & Finance, 35(4), 768-774.
Kryzanowski, L., Lazrak, S., & Rakita, I. (2010). Behavior of liquidity and returns around Canadian seasoned equity offerings. Journal of Banking & Finance, 34(12), 2954-2967
Lam, K.S.K., & Tam, L.H.K. (2011). Liquidity and asset pricing: Evidence from the Hong Kong stock market. Journal of Banking & Finance, 35(9), 2217-2230
Rhee, S.G., & Wang, J. (2009). Foreign institutional ownership and stock market liquidity: Evidence from Indonesia. Journal of Banking & Finance, 33(7), 1312-1324.
Yakov, A. (2002). Illiquidity and stock returns: cross-section and time- series effects. Journal of Financial Markets, 5(1), 31-56.
Akinwale, S.O, & Abiola, R.O. (2007). A conceptual model of asset portfolio decision making: a case study in developing country, 195-200.
Agénor, P.R., & El Aynaoui,K. (2010). Excess liquidity, bank pricing rules, and monetary policy. Journal of Banking & Finance, 34(5), 923-933.
Avramov, D. E., & Chordia, T., & Goyal, A. (2006). Liquidity and autocorrelations in individual stock returns. Journal of Finance, 61(5), 2365-2394.
Bortolotti, B., de Jong, F., Nicodano, G., & Schindele, I. (2007). Privatization and stock market liquidity. Journal of Banking & Finance, 31(2), 297-316.
Eckbo, B.E., & Norli, ?. (2005). Liquidity risk, leverage and long-run IPO returns. Journal of Corporate Finance, 11(1–2), 1-35
Fama, E., & French, K. ( 1992) . The cross-section of expected stock returns. Journal of Finance, 2, 427-460.
Fama, F. E. (1998). Market efficiency, long term returns and behavioral finance. Journal of Financial Economics, 49, 283-306.
Fama, F. E., & French, K.R. (1999). The corporate cost of capital and return on corporate investment. Journal of Finance, 54, 1939-1967.
Kelly, L.J., Barnett, W.A., Keating, J.W. (2011). Rethinking the liquidity puzzle: Application of a new measure of the economic money stock. Journal of Banking & Finance, 35(4), 768-774.
Kryzanowski, L., Lazrak, S., & Rakita, I. (2010). Behavior of liquidity and returns around Canadian seasoned equity offerings. Journal of Banking & Finance, 34(12), 2954-2967
Lam, K.S.K., & Tam, L.H.K. (2011). Liquidity and asset pricing: Evidence from the Hong Kong stock market. Journal of Banking & Finance, 35(9), 2217-2230
Rhee, S.G., & Wang, J. (2009). Foreign institutional ownership and stock market liquidity: Evidence from Indonesia. Journal of Banking & Finance, 33(7), 1312-1324.
Yakov, A. (2002). Illiquidity and stock returns: cross-section and time- series effects. Journal of Financial Markets, 5(1), 31-56.