Grant detail

GAUK 696120: Book-to-market ratio, liquidity and expected stock returns

Principal investigator: Mgr. Josef Bajzík
Collaborators: Mgr. Dominika Ehrenbergerová (Kolcunová)
Description: Hundreds of studies have examined factors that supposedly explain excess returns of some stocks, but the results of the studies vary. These factors are of general interest since they reveal dependencies that clarify the formation of profitable trading strategies. Therefore, I want to conduct a meta-analysis in this area.
Participation:
Work in grant:
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Finance:
End date: 2022
Publications:
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Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance