The effect of value line investment survey rank changes on common stock prices

Journal of Financial Economics

Volumn 14, Issue 1, 1985, Pages 121-143

  Stickel, Scott E ^a  

^a UNIVERSITY OF CHICAGO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000021074     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-405X(85)90046-7     Document Type: Article

References (33)

1. Yes Virginia there is hope Tests of the Value Line ranking system
2. Biases in computed returns: An application to the size effect
3. Measuring security price performance
4. Using daily stock returns: The case of event studies
5. A model of asset trading under the assumption of sequential information arrival
6. The Value Line enigma (1965–1978): A case study of performance evaluation issues
7. Trading rules, large blocks and the speed of price adjustment
8. Stock returns and the weekend effect
9. Day of the week effects and asset returns
10. Market implications of differential amounts of interim information
11. The market speed of adjustment to new information
12. A note on testing an aggressive investment strategy using Value Line ranks
13. Cross-sectional association between abnormal returns and firm specific variables
14. Size-related anomalies and stock return seasonality: Further empirical evidence
15. Price impacts of block trading on the New York Stock Exchange
16. Stock prices at the publication of second hand information
17. The effect of the information environment on the relationship between financial disclosure and security price variability
18. On financial disclosure and the behavior of security prices
19. Corporate forecasts of earnings per share and stock price behavior Empirical tests
20. Information characteristics of earnings announcements and stock market behavior
21. Empirical anomalies based on unexpected earnings and the importance of risk adjustments
22. On computing mean returns and the small firm premium
23. Estimating betas from nonsynchronous data
24. Transactions costs and the small firm effect: A comment
25. Transactions costs and the small firm effect
26. Systematic ‘abnormal’ returns after quarterly earnings announcements