메뉴 건너뛰기




Volumn 24, Issue 9-10, 1997, Pages 1291-1310

Glamour and value strategies on the Tokyo stock exchange

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0008309221     PISSN: 0306686X     EISSN: 14685957     Source Type: Journal    
DOI: 10.1111/1468-5957.00163     Document Type: Article
Times cited : (16)

References (30)
  • 1
    • 0000172347 scopus 로고
    • Sample-dependent results using accounting and market data: Some evidence
    • September
    • Banz, R.W. and W.J. Breen (1986), 'Sample-Dependent Results Using Accounting and Market Data: Some Evidence', Journal of Finance (September), pp. 779-793
    • (1986) Journal of Finance , pp. 779-793
    • Banz, R.W.1    Breen, W.J.2
  • 2
    • 0040197221 scopus 로고
    • The relationship between earnings yield, market value and return for NYSE common stocks: Further evidence
    • June
    • Basu, S. (1983), 'The Relationship between Earnings Yield, Market Value and Return for NYSE Common Stocks: Further Evidence', Journal of Financial Economics (June), pp. 129-156
    • (1983) Journal of Financial Economics , pp. 129-156
    • Basu, S.1
  • 3
    • 0001808611 scopus 로고
    • Estimating expected return
    • September - October
    • Black, F. (1993), 'Estimating Expected Return', Financial Analysts Journal (September - October), pp. 36-38
    • (1993) Financial Analysts Journal , pp. 36-38
    • Black, F.1
  • 5
    • 0002099720 scopus 로고
    • International value and growth stock returns
    • January - February
    • Capaul, C., I. Rowley and W. Sharpe (1993), 'International Value and Growth Stock Returns', Financial Analysts Journal (January - February), pp. 27-36.
    • (1993) Financial Analysts Journal , pp. 27-36
    • Capaul, C.1    Rowley, I.2    Sharpe, W.3
  • 6
    • 84977703403 scopus 로고
    • Fundamentals and stock returns in Japan
    • December
    • Chan, L., Y. Hamao and J. Lakonishok (1991), 'Fundamentals and Stock Returns in Japan', Journal of Finance (December), pp. 1739-1764
    • (1991) Journal of Finance , pp. 1739-1764
    • Chan, L.1    Hamao, Y.2    Lakonishok, J.3
  • 7
    • 0039341185 scopus 로고
    • Evaluating the performance of value versus glamour stocks: The impact of selection bias
    • July
    • - , N. Jegadeesh and J. Lakonishok (1995), 'Evaluating the Performance of Value versus Glamour Stocks: The Impact of Selection Bias', Journal of Financial Economics (July), pp. 269-296
    • (1995) Journal of Financial Economics , pp. 269-296
    • Jegadeesh, N.1    Lakonishok, J.2
  • 10
    • 0002014264 scopus 로고    scopus 로고
    • Evidence on the characteristics of cross sectional variation in stock returns
    • forthcoming
    • Daniel, K. and S. Titman (1997), 'Evidence on the Characteristics of Cross Sectional Variation in Stock Returns', Journal of Finance (forthcoming).
    • (1997) Journal of Finance
    • Daniel, K.1    Titman, S.2
  • 11
    • 0009994462 scopus 로고
    • Do management forecasts of earnings affect stock price in Japan?
    • W.T. Ziemba, W. Bailey and Y. Hamao (eds.), (Elsevier Science Publishers B. V.)
    • 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.
    • (1991) Japanese Financial Market Research , pp. 197-229
    • Darrough, M.1    Harris, T.2
  • 12
    • 84993906169 scopus 로고
    • The cross-section of realized stock returns: The pre-compustat evidence
    • December
    • Davis, J.L. (1994), 'The Cross-Section of Realized Stock Returns: The Pre-Compustat Evidence', Journal of Finance (December), pp. 1579-1593
    • (1994) Journal of Finance , pp. 1579-1593
    • Davis, J.L.1
  • 13
    • 38549147867 scopus 로고
    • Common risk factors in the returns on stocks and bonds
    • February
    • Fama, E.F. (1993), 'Common Risk Factors in the Returns on Stocks and Bonds', Journal of Financial Economics (February), pp. 3-56.
    • (1993) Journal of Financial Economics , pp. 3-56
    • Fama, E.F.1
  • 14
    • 84993845943 scopus 로고
    • Size and book-to-market factors in earnings and returns
    • March
    • - (1995), 'Size and Book-to-Market Factors in Earnings and Returns', Journal of Finance (March), pp. 131-155
    • (1995) Journal of Finance , pp. 131-155
  • 15
    • 0013413658 scopus 로고    scopus 로고
    • Multifactor explanations of asset pricing anomalies
    • March
    • - (1996), 'Multifactor Explanations of Asset Pricing Anomalies', Journal of Finance (March), pp. 55-84.
    • (1996) Journal of Finance , pp. 55-84
  • 16
    • 84977737676 scopus 로고
    • The cross-section of expected returns
    • and, June
    • - and K.R. French (1992), 'The Cross-Section of Expected Returns', Journal of Finance (June), pp. 427-466
    • (1992) Journal of Finance , pp. 427-466
    • French, K.R.1
  • 17
    • 0000928969 scopus 로고
    • Risk, return, and equilibrium: Empirical tests
    • and, May - June
    • - and J. MacBeth (1973), 'Risk, Return, and Equilibrium: Empirical Tests', Journal of Political Economy (May - June), pp. 604-636
    • (1973) Journal of Political Economy , pp. 604-636
    • MacBeth, J.1
  • 19
    • 77951484602 scopus 로고    scopus 로고
    • Commonality in the determinants of expected stock returns
    • forthcoming
    • Haugen, R.A. and N.L. Baker (1997), 'Commonality in the Determinants of Expected Stock Returns', Journal of Financial Economics (forthcoming).
    • (1997) Journal of Financial Economics
    • Haugen, R.A.1    Baker, N.L.2
  • 20
    • 0002432433 scopus 로고
    • The role of banks in reducing the costs of financial distress in Japan
    • September
    • 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.
    • (1990) Journal of Financial Economics , pp. 67-88
    • Hoshi, T.1    Kashyap, A.2    Scharfstein, D.3
  • 21
    • 84977717050 scopus 로고
    • Earnings yields, market values, and stock returns
    • March
    • Jaffe, J., D.B. Keim and R. Westerfield (1989), 'Earnings Yields, Market Values, and Stock Returns', Journal of Finance (March), pp. 135-148
    • (1989) Journal of Finance , pp. 135-148
    • Jaffe, J.1    Keim, D.B.2    Westerfield, R.3
  • 22
    • 84993888629 scopus 로고
    • Another look at the cross-section of expected returns
    • March
    • Kothari, S.P., J. Shanken and R. Sloan (1995), 'Another Look at the Cross-Section of Expected Returns', Journal of Finance (March), pp. 185-224.
    • (1995) Journal of Finance , pp. 185-224
    • Kothari, S.P.1    Shanken, J.2    Sloan, R.3
  • 23
    • 84993869066 scopus 로고
    • Contrarian investment, extrapolation, and risk
    • December
    • Lakonishok, J., A. Shleifer and R. Vishny (1994), 'Contrarian Investment, Extrapolation, and Risk', Journal of Finance (December), pp. 1541-1548
    • (1994) Journal of Finance , pp. 1541-1548
    • Lakonishok, J.1    Shleifer, A.2    Vishny, R.3
  • 25
    • 0001561481 scopus 로고
    • Data-snooping biases in tests of financial asset pricing models
    • Fall
    • 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
    • (1990) Review of Financial Studies , pp. 431-467
    • Lo, A.W.1    MacKinlay, A.C.2
  • 26
    • 0007740284 scopus 로고
    • Multifactor models do not explain the deviation from the CAPM
    • May
    • MacKinlay, A.C. (1995), 'Multifactor Models Do Not Explain the Deviation from the CAPM', Journal of Financial Economics (May), pp. 3-28.
    • (1995) Journal of Financial Economics , pp. 3-28
    • MacKinlay, A.C.1
  • 27
    • 84987485420 scopus 로고
    • The impacts of financial deregulation upon trading efficiency and the levels of risk and return of Japanese banks
    • August
    • 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
    • (1988) Financial Review , pp. 243-268
    • Pettway, R.H.1    Tapley, T.C.2    Yamada, T.3
  • 30
    • 84985244995 scopus 로고
    • Financial structure and bankruptcy risk in Japanese companies
    • Spring
    • Suzuki, S. and R.W. Wright (1985), 'Financial Structure and Bankruptcy Risk in Japanese Companies', Journal of international Business Studies (Spring), pp. 97-110.
    • (1985) Journal of international Business Studies , pp. 97-110
    • Suzuki, S.1    Wright, R.W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.