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Exploring the Asset Growth Effect in the Australian Equity Market

Bettman, Jenni; Kosev, Mitch; Sault, Stephen

Description

This study presents the first empirical evidence on the existence of the asset growth effect in the Australian equity market. Specifically, we analyse all Australian listed firms over the period from 1998 to 2008, inclusive, to investigate whether the rate of growth in total assets has predictive power over subsequent stock returns. In addition, we conduct a multivariate analysis of the effect, providing the first application of dynamic panel methods using difference generalized method of...[Show more]

CollectionsANU Research Publications
Date published: 2011
Type: Journal article
URI: http://hdl.handle.net/1885/22774
Source: Australian Journal of Management
DOI: 10.1177/0312896211404572

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