Evidence of predictability in the cross-section of bank stock returns

In this paper, we examine the predictability of the cross-section of bank stock returns by taking advantage of the unique set of industry characteristics that prevail in the financial services sector. We examine predictability in the cross-section of bank stock returns using information contained in...

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Veröffentlicht in:	Journal of banking & finance 2003-05, Vol.27 (5), p.817-850
Hauptverfasser:	Cooper, Michael J., Jackson, William E., Patterson, Gary A.
Format:	Artikel
Sprache:	eng
Schlagworte:	Asset-pricing Assets Bank stock returns Bank stocks Banking Banks Efficient markets Finance Financial services Income Investment policy Market efficiency Predictions Rates of return Stock returns Studies Trading strategies
Online-Zugang:	Volltext
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