The delisting bias in CRSP data

Journal of Finance

Volumn 52, Issue 1, 1997, Pages 327-340

  Shumway, Tyler ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0010960285     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.2307/2329566     Document Type: Article

References (10)

1. Center for Research in Security Prices, 1994, CRSP Stock File Guide (University of Chicago, Chicago, Ill.).
2. Commerce Clearing House, 1978, New York Stock Exchange Guide (Commerce Clearing House, Riverwoods, Ill).
3. Conrad, Jennifer, and Gautam Kaul, 1993, Long-term market overreaction or biases in computed returns?, Journal of Finance 48, 39-63.
4. De Bondt, Werner F. M., and Richard H. Thaler, 1985, Does the stock market overreact?, Journal of Finance 40, 793-808.
5. Fama, Eugene F., and Kenneth R. French, 1992, The cross-section of expected stock returns, Journal of Finance 47, 427-465.
6. Financial Stock Guide Service, 1993, Directory of Obsolete Securities (Financial Information, Inc., Jersey City, N.J.).
7. Queen, Margaret, and Richard Roll, 1987, Firm mortality: Using market indicators to predict survival, Financial Analysts Journal 43, 9-26.
8. Ritter, Jay R., 1991, The long-run performance of initial public offerings, Journal of Finance 46, 3-27.
9. Sanger, Gary C., and James D. Peterson, 1990, An empirical analysis of common stock delistings, Journal of Financial and Quantitative Analysis 25, 261-272.
10. Seguin, Paul J., and Margaret Monroe Smoller, 1996, Share price and mortality: An empirical evaluation of newly-listed Nasdaq stocks, Journal of Financial Economics, forthcoming.