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Volumn 38, Issue SUPPL., 2000, Pages 43-51

Discussion of value investing: The use of historical financial statement information to separate winners from losers

Author keywords

[No Author keywords available]

Indexed keywords


EID: 20144372122     PISSN: 00218456     EISSN: None     Source Type: Journal    
DOI: 10.2307/2672907     Document Type: Article
Times cited : (5)

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  • 3
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    • Offshore hedge funds: Survival and performance, 1989-95
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    • BROWN, S.; W. GOETZMANN; AND R. IBBOTSON. "Offshore Hedge Funds: Survival and Performance, 1989-95." Journal of Business (January 1999): 91-117.
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  • 4
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    • On persistence in mutual fund performance
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    • CARHART, M. "On Persistence in Mutual Fund Performance." Journal of Finance (March 1997): 57-82.
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  • 5
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    • Market efficiency, long-term returns, and behavioral finance
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    • FAMA, E. "Market Efficiency, Long-Term Returns, and Behavioral Finance." Journal of Financial Economics (September 1998): 283-306.
    • (1998) Journal of Financial Economics , pp. 283-306
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  • 6
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    • The cross-section of expected stock returns
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    • FAMA, E., AND K. FRENCH. "The Cross-Section of Expected Stock Returns." Journal of Finance (June 1992): 427-65.
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    • _. "Common Risk Factors in the Returns on Stocks and Bonds." Journal of Financial Economics (February 1993): 3-56.
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  • 8
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    • Measuring long-horizon security price performance
    • March
    • KOTHARI, S. P., AND J. WARNER. "Measuring Long-Horizon Security Price Performance." Journal of Financial Economics (March 1997): 301-39.
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    • Kothari, S.P.1    Warner, J.2
  • 9
    • 20144382272 scopus 로고    scopus 로고
    • Implications of data restrictions on performance measurement and tests of rational pricing
    • Massachusetts Institute of Technology
    • KOTHARI, S. P.; J. SABINO; AND T. ZACH. "Implications of Data Restrictions on Performance Measurement and Tests of Rational Pricing." Working paper, Massachusetts Institute of Technology, 2000.
    • (2000) Working Paper
    • Kothari, S.P.1    Sabino, J.2    Zach, T.3
  • 10
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    • Contrarian investment, extrapolation and risk
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    • LAKONISHOK, J.; A. SHLEIFER; AND R. VISHNY. "Contrarian Investment, Extrapolation and Risk." Journal of Finance (December 1994): 1541-78.
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  • 11
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    • Price momentum and trading volume
    • October
    • LEE, C., AND B. SWAMINATHAN. "Price Momentum and Trading Volume." Journal of Finance (October 2000): 2017-70.
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  • 12
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    • On the performance of hedge funds
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    • LIANG, B. "On the Performance of Hedge Funds." Financial Analysts Journal (July/August 1999): 72-85.
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  • 13
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