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Volumn 52, Issue 2, 1997, Pages 875-883

Firm size, book-to-market ratio, and security returns: A Holdout sample of financial firms

(2)  Barber, Brad M a   Lyon, John D a  

a NONE

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0039647006     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1997.tb04826.x     Document Type: Article
Times cited : (155)

References (11)
  • 2
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    • Chan, L.K.C.1    Hamao, Y.2    Lakonishok, J.3
  • 3
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    • Evaluating the performance of value versus glamour stocks: The impact of selection bias
    • Chan, Louis K. C., Narasimhin Jegadeesh, and Josef Lakonishok, 1995, Evaluating the performance of value versus glamour stocks: The impact of selection bias, Journal of Financial Economics 38, 269-296.
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    • Chan, L.K.C.1    Jegadeesh, N.2    Lakonishok, J.3
  • 5
    • 84993906169 scopus 로고
    • The cross-section of realized stock returns: The pre-COMPUSTAT evidence
    • Davis, James L., 1994, The cross-section of realized stock returns: The pre-COMPUSTAT evidence, Journal of Finance 49, 1579-1593.
    • (1994) Journal of Finance , vol.49 , pp. 1579-1593
    • Davis, J.L.1
  • 6
    • 84977737676 scopus 로고
    • The cross-section in expected stock returns
    • Fama, Eugene F., and Kenneth French, 1992, The cross-section in expected stock returns, Journal of Finance 47, 427-466.
    • (1992) Journal of Finance , vol.47 , pp. 427-466
    • Fama, E.F.1    French, K.2
  • 7
    • 38549147867 scopus 로고
    • Common risk factors in returns on stocks and bonds
    • Fama, Eugene F., and Kenneth French, 1993, Common risk factors in returns on stocks and bonds, Journal of Financial Economics 33, 3-56.
    • (1993) Journal of Financial Economics , vol.33 , pp. 3-56
    • Fama, E.F.1    French, K.2
  • 8
    • 0013413658 scopus 로고    scopus 로고
    • Multifactor explanations of asset pricing anomalies
    • Fama, Eugene F., and Kenneth French, 1996, Multifactor explanations of asset pricing anomalies, Journal of Finance 51, 55-84.
    • (1996) Journal of Finance , vol.51 , pp. 55-84
    • Fama, E.F.1    French, K.2
  • 9
    • 84993888629 scopus 로고
    • Another look at the cross-section of expected stock returns
    • Kothari, S. P., Jay Shanken, and Richard G. Sloan, 1995, Another look at the cross-section of expected stock returns, Journal of Finance 50, 185-224.
    • (1995) Journal of Finance , vol.50 , pp. 185-224
    • Kothari, S.P.1    Shanken, J.2    Sloan, R.G.3
  • 10
    • 84993869066 scopus 로고
    • Contrarian investment, extrapolation, and risk
    • Lakonishok, Josef, Andrei Shleifer, and Robert W. Vishny, 1994, Contrarian investment, extrapolation, and risk, Journal of Finance 49, 1541-1578.
    • (1994) Journal of Finance , vol.49 , pp. 1541-1578
    • Lakonishok, J.1    Shleifer, A.2    Vishny, R.W.3
  • 11
    • 0007740284 scopus 로고
    • Distinguishing among asset pricing theories: An ex ante analysis
    • MacKinlay, A. Craig, 1995, Distinguishing among asset pricing theories: An ex ante analysis, Journal of Financial Economics 38, 3-28.
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    • MacKinlay, A.C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.