Evidence of predictability in the cross-section of bank stock returns

Journal of Banking and Finance

Volumn 27, Issue 5, 2003, Pages 817-850

  Cooper, Michael J ^a   Jackson III, William E ^b   Patterson, Gary A ^c  

^a PURDUE UNIVERSITY   (United States)

^b UNIVERSITY OF NORTH CAROLINA   (United States)

^c UNIVERSITY OF SOUTH FLORIDA   (United States)

Author keywords

Asset pricing; Bank stock returns; Market efficiency; Trading strategies

Indexed keywords

EID: 0037404876     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(01)00263-1     Document Type: Article

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