Firm Size, Book-to-Market Ratio, and Security Returns: A Holdout Sample of Financial Firms-Reference-Cited by-同舟云学术

Firm Size, Book-to-Market Ratio, and Security Returns: A Holdout Sample of Financial Firms

Published:1997-06 Issue:2 Volume:52 Page:875-883
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

BARBER BEAD M.,LYON JOHN D.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1997.tb04826.x/fullpdf

Reference11 articles.

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3. Evaluating the performance of value versus glamour stocks: The impact of selection bias;Chan;Journal of Financial Economics,1995

4. Cohen , Randolph B. Christopher K. Polk 1996 Compustat selection bias in tests of the Sharpe-Lintner-Black CAPM, Working paper, University of Chicago

5. The cross-section of realized stock returns: The pre-COMPUSTAT evidence;Davis;Journal of Finance,1994

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