Evaluating the performance of value versus glamour stocks The impact of selection bias
Author:
Publisher
Elsevier BV
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference21 articles.
1. Sample-dependent results using accounting and market data: Some evidence;Banz;Journal of Finance,1986
2. Investment performance of common stocks in relation to their price earnings ratios: A test of the efficient market hypothesis;Basu;Journal of Finance,1977
3. Evidence that stock prices do not fully reflect the implications of current earnings for future earnings;Bernard;Journal of Accounting and Economics,1990
4. Estimating expected return;Black;Financial Analysts Journal,1993
5. On selection biases in book-to-market based tests of asset pricing models;Breen,1994
Cited by 139 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Forecasting Taiwan stock returns via crude oil and gold futures;Asia Pacific Management Review;2023-12
2. Survival and value: The conglomerate case;European Financial Management;2023-07-13
3. Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors;The North American Journal of Economics and Finance;2022-11
4. Will temperature change reduce stock returns? Evidence from China;International Review of Financial Analysis;2022-05
5. An Asset Pricer’s Toolkit;Advanced Studies in Diginomics and Digitalization;2022
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3