Browsing Publications Hosted at Saint Mary’s by Author "Sy, Oumar"

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Differential market pricing of components of accounting rate of return on common shareholder's equity

Oppong, Andrews; Sy, Oumar (Atlantic Schools of Business, 2010)

Accounting or book rate of return on common shareholders’ equity is often disaggregated into profit margin, asset turnover, and financial leverage in financial statement analysis. Our paper investigates and finds that ...
Investigating the puzzling intertemporal market risk-return relationship

Guedhami, Omrane; Sy, Oumar (Atlantic Schools of Business, 1999)

This paper investigates the conflicting results documented by the existing empirical literature on the intertemporal relationship between the expected market risk premium and the conditional market variance. We show that ...

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