Financial Market Anomalies
Author:
Publisher
Palgrave Macmillan UK
Link
http://link.springer.com/content/pdf/10.1057/978-1-349-95121-5_1958-1
Reference31 articles.
1. Ball, R. 1978. Anomalies in relationships between securities’ yields and yield-surrogates. Journal of Financial Economics 6: 103–126.
2. Banz, R. 1981. The relationship between return and market value of common stock. Journal of Financial Economics 9: 3–18.
3. Basu, S. 1977. Investment performance of common stocks in relation to their price-earnings ratio: A test of the efficient market hypothesis. Journal of Finance 32: 663–682.
4. Blume, M., and R. Stambaugh. 1983. Biases in computed returns: An application to the size effect. Journal of Financial Economics 12: 387–404.
5. Brennan, M. 1970. Taxes, market valuation, and corporate financial policy. National Tax Journal 23: 417–427.
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