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BIASES IN COMPUTED RETURNS - AN APPLICATION TO THE SIZE EFFECT
被引:331
作者
:
BLUME, ME
论文数:
0
引用数:
0
h-index:
0
BLUME, ME
STAMBAUGH, RF
论文数:
0
引用数:
0
h-index:
0
STAMBAUGH, RF
机构
:
来源
:
JOURNAL OF FINANCIAL ECONOMICS
|
1983年
/ 12卷
/ 03期
关键词
:
D O I
:
10.1016/0304-405X(83)90056-9
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:387 / 404
页数:18
相关论文
共 19 条
[1]
THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS
BANZ, RW
论文数:
0
引用数:
0
h-index:
0
BANZ, RW
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(01)
: 3
-
18
[2]
RISK, INVESTMENT STRATEGY AND LONG-RUN RATES OF RETURN
BLUME, ME
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
BLUME, ME
FRIEND, I
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
FRIEND, I
[J].
REVIEW OF ECONOMICS AND STATISTICS,
1974,
56
(03)
: 259
-
269
[3]
BID-ASKED SPREADS ON AMEX AND BIG BOARD
论文数:
引用数:
h-index:
机构:
BRANCH, B
FREED, W
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MASSACHUSETTS,AMHERST,MA 01002
UNIV MASSACHUSETTS,AMHERST,MA 01002
FREED, W
[J].
JOURNAL OF FINANCE,
1977,
32
(01)
: 159
-
163
[4]
NEW EVIDENCE ON THE NATURE OF SIZE-RELATED ANOMALIES IN STOCK-PRICES
BROWN, P
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
BROWN, P
KLEIDON, AW
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
KLEIDON, AW
MARSH, TA
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
MARSH, TA
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(01)
: 33
-
56
[5]
PORTFOLIO RETURNS AND RANDOM WALK THEORY
CHENG, PL
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA
CHENG, PL
DEETS, MK
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA
DEETS, MK
[J].
JOURNAL OF FINANCE,
1971,
26
(01)
: 11
-
30
[6]
COST OF TRANSACTING
DEMSETZ, H
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL
UNIV CHICAGO,CHICAGO,IL
DEMSETZ, H
[J].
QUARTERLY JOURNAL OF ECONOMICS,
1968,
82
(01)
: 33
-
53
[7]
RISK MEASUREMENT WHEN SHARES ARE SUBJECT TO INFREQUENT TRADING
DIMSON, E
论文数:
0
引用数:
0
h-index:
0
机构:
London Business School, London
DIMSON, E
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(02)
: 197
-
226
[8]
FISHER L, 1966, J BUS, V29, P191
[9]
SIZE-RELATED ANOMALIES AND STOCK RETURN SEASONALITY - FURTHER EMPIRICAL-EVIDENCE
KEIM, DB
论文数:
0
引用数:
0
h-index:
0
KEIM, DB
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(01)
: 13
-
32
[10]
NIEDERHO.V, 1966, J AM STAT ASSOC, V61, P897
←
1
2
→
共 19 条
[1]
THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS
BANZ, RW
论文数:
0
引用数:
0
h-index:
0
BANZ, RW
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(01)
: 3
-
18
[2]
RISK, INVESTMENT STRATEGY AND LONG-RUN RATES OF RETURN
BLUME, ME
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
BLUME, ME
FRIEND, I
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
FRIEND, I
[J].
REVIEW OF ECONOMICS AND STATISTICS,
1974,
56
(03)
: 259
-
269
[3]
BID-ASKED SPREADS ON AMEX AND BIG BOARD
论文数:
引用数:
h-index:
机构:
BRANCH, B
FREED, W
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MASSACHUSETTS,AMHERST,MA 01002
UNIV MASSACHUSETTS,AMHERST,MA 01002
FREED, W
[J].
JOURNAL OF FINANCE,
1977,
32
(01)
: 159
-
163
[4]
NEW EVIDENCE ON THE NATURE OF SIZE-RELATED ANOMALIES IN STOCK-PRICES
BROWN, P
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
BROWN, P
KLEIDON, AW
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
KLEIDON, AW
MARSH, TA
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
MARSH, TA
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(01)
: 33
-
56
[5]
PORTFOLIO RETURNS AND RANDOM WALK THEORY
CHENG, PL
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA
CHENG, PL
DEETS, MK
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA
DEETS, MK
[J].
JOURNAL OF FINANCE,
1971,
26
(01)
: 11
-
30
[6]
COST OF TRANSACTING
DEMSETZ, H
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL
UNIV CHICAGO,CHICAGO,IL
DEMSETZ, H
[J].
QUARTERLY JOURNAL OF ECONOMICS,
1968,
82
(01)
: 33
-
53
[7]
RISK MEASUREMENT WHEN SHARES ARE SUBJECT TO INFREQUENT TRADING
DIMSON, E
论文数:
0
引用数:
0
h-index:
0
机构:
London Business School, London
DIMSON, E
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(02)
: 197
-
226
[8]
FISHER L, 1966, J BUS, V29, P191
[9]
SIZE-RELATED ANOMALIES AND STOCK RETURN SEASONALITY - FURTHER EMPIRICAL-EVIDENCE
KEIM, DB
论文数:
0
引用数:
0
h-index:
0
KEIM, DB
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(01)
: 13
-
32
[10]
NIEDERHO.V, 1966, J AM STAT ASSOC, V61, P897
←
1
2
→