Disentangling the Enteprise Book-to-Price and Leverage Effects in Stock Returns

Kenth Skogsvik (), Stina Skogsvik () and Håkan Thorsell ()
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Kenth Skogsvik: Dept. of Business Administration, Stockholm School of Economics, Postal: Stockholm School of Economics, P.O. Box 6501, SE-113 83 Stockholm, Sweden
Stina Skogsvik: Dept. of Business Administration, Stockholm School of Economics, Postal: Stockholm School of Economics, P.O. Box 6501, SE-113 83 Stockholm, Sweden
Håkan Thorsell: Dept. of Business Administration, Stockholm School of Economics, Postal: Stockholm School of Economics, P.O. Box 6501, SE-113 83 Stockholm, Sweden

No 2011:1, SSE/EFI Working Paper Series in Business Administration from Stockholm School of Economics

Abstract: For a full text file please contact the corresponding author: Kenth Skogsvik (E-mail: kenth.skogsvik@hhs.se).

Keywords: financial risk; leverage; operating risk; book-to-market; enterprise book-to-price (search for similar items in EconPapers)
Pages: 39 pages
Date: 2011-03-04
New Economics Papers: this item is included in nep-bec and nep-rmg
Note: For a full text file please contact the corresponding author: Kenth Skogsvik (E-mail: kenth.skogsvik@hhs.se).
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Persistent link: https://EconPapers.repec.org/RePEc:hhb:hastba:2011_001

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