Value stocks and market efficiency
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
http://link.springer.com/content/pdf/10.1007/BF02759693.pdf
Reference22 articles.
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3. Chan, Louis K. C., Yasushi Hamao, and Josef Lakonishok. 1991. “Fundamentals and Stock Returns in Japan.”Journal of Finance 46: 1739–1764.
4. Chan, Louis K. C., Narasimhan Jegadeesh, and Josef Lakonishok. 1995. “Evaluating the Performance of Value versus Glamour Stocks: The Impact of Selection Bias.”Journal of Financial Economics 38: 269–296.
5. Davis, James L. 1994. “The Cross-Section of Realized Stock Returns: The Pre-COMPUSTAT Evidence.”Journal of Finance 49: 1579–1593.
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