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Daniel, K. and S. Titman (1997), 'Evidence on the Characteristics of Cross Sectional Variation in Stock Returns', Journal of Finance (forthcoming).
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Darrough, M. and T. Harris (1991), 'Do Management Forecasts of Earnings Affect Stock Price in Japan?', in W.T. Ziemba, W. Bailey and Y. Hamao (eds.), Japanese Financial Market Research (Elsevier Science Publishers B. V.), pp. 197-229.
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Davis, J.L. (1994), 'The Cross-Section of Realized Stock Returns: The Pre-Compustat Evidence', Journal of Finance (December), pp. 1579-1593
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Hoshi, T., A. Kashyap and D. Scharfstein (1990), 'The Role of Banks in Reducing the Costs of Financial Distress in Japan', Journal of Financial Economics (September), pp. 67-88.
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Jaffe, J., D.B. Keim and R. Westerfield (1989), 'Earnings Yields, Market Values, and Stock Returns', Journal of Finance (March), pp. 135-148
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Lakonishok, J., A. Shleifer and R. Vishny (1994), 'Contrarian Investment, Extrapolation, and Risk', Journal of Finance (December), pp. 1541-1548
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Lo, A.W. and A.C. MacKinlay (1990), 'Data-Snooping Biases in Tests of Financial Asset Pricing Models', Review of Financial Studies (Fall), pp. 431-467
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The impacts of financial deregulation upon trading efficiency and the levels of risk and return of Japanese banks
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Pettway, R.H., T.C. Tapley and T. Yamada (1988), 'The Impacts of Financial Deregulation upon Trading Efficiency and the Levels of Risk and Return of Japanese Banks', Financial Review (August), pp. 243-268
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84985244995
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