Equity Book-to-Market Ratios Above One and Macroeconomic Risk

Keyphrases

• Book-to-market Ratio 100%
• Return Prediction 100%
• Macroeconomic Risk 100%
• Predictable Returns 66%
• Prediction Factors 66%
• Book Value 66%
• Conservative Accounting 66%
• Risk Assessment 33%
• Incongruity 33%
• Generic Measures 33%
• Market Risk 33%
• Firm Returns 33%
• Return on Equity 33%
• Underpricing 33%

INIS

• market 100%
• risks 100%
• prediction 75%
• values 75%
• assets 50%
• accounting 50%
• indicators 25%
• risk assessment 25%
• capital 25%

Economics, Econometrics and Finance

• Macroeconomics 100%