Does mispricing drive the value eﬀect? Evidence from Japan

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inSeries：金融市場における規制・制度の役割 : 金融危機・経済成長へのインパクト;1

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Summary, etc.：: This paper shows that the residual book-to-market, which is free of the eﬀects of investment factors and distress risk, can predict future stock appre...

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Material Type: 文書・図像類
Title: Does mispricing drive the value eﬀect? Evidence from Japan
Author/Editor: SHIOMI, Naoya
TAKAHASHI, Hidetomo
XU, Peng
Author Heading: SHIOMI, Naoya
TAKAHASHI, Hidetomo
XU, Peng
Publication, Distribution, etc.: Institute of Comparative Economic Studies, Hosei University
Publication Date: 2016-02-29
Publication Date (W3CDTF): 2016-02-29
Periodical title: 比較経済研究所ワーキングペーパー
No. or year of volume/issue: 198
Volume: 198
Pages: 1-13
Text Language Code: eng
Subject Heading: Value eﬀect
Japanese stock market
Target Audience: 一般
Format (IMT): application/pdf
Source: WP198shiomi-other.pdf （fulltext）
https://hosei.ecats-library.jp/da/repository/00013020/WP198shiomi-other.pdf
Access Restrictions: 限定公開
Related Material: inSeries
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 法政大学 : 法政大学学術機関リポジトリ