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SIZE AND EARNINGS PRICE RATIO ANOMALIES - ONE EFFECT OR 2
被引:29
作者
:
COOK, TJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV IOWA, IOWA CITY, IA 52242 USA
UNIV IOWA, IOWA CITY, IA 52242 USA
COOK, TJ
[
1
]
ROZEFF, MS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV IOWA, IOWA CITY, IA 52242 USA
UNIV IOWA, IOWA CITY, IA 52242 USA
ROZEFF, MS
[
1
]
机构
:
[1]
UNIV IOWA, IOWA CITY, IA 52242 USA
来源
:
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
|
1984年
/ 19卷
/ 04期
关键词
:
D O I
:
10.2307/2330785
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:449 / 466
页数:18
相关论文
共 30 条
[1]
ANOMALIES IN RELATIONSHIPS BETWEEN SECURITIES YIELDS AND YIELD-SURROGATES
[J].
BALL, R
论文数:
0
引用数:
0
h-index:
0
BALL, R
.
JOURNAL OF FINANCIAL ECONOMICS,
1978,
6
(2-3)
:103
-126
[2]
THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS
[J].
BANZ, RW
论文数:
0
引用数:
0
h-index:
0
BANZ, RW
.
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(01)
:3
-18
[3]
INVESTMENT PERFORMANCE OF COMMON-STOCKS IN RELATION TO THEIR PRICE-EARNINGS RATIOS - TEST OF EFFICIENT MARKET HYPOTHESIS
[J].
BASU, S
论文数:
0
引用数:
0
h-index:
0
机构:
MCMASTER UNIV,FAC BUSINESS,HAMILTON 16,ONTARIO,CANADA
MCMASTER UNIV,FAC BUSINESS,HAMILTON 16,ONTARIO,CANADA
BASU, S
.
JOURNAL OF FINANCE,
1977,
32
(03)
:663
-682
[4]
THE RELATIONSHIP BETWEEN EARNINGS YIELD, MARKET VALUE AND RETURN FOR NYSE COMMON-STOCKS - FURTHER EVIDENCE
[J].
BASU, S
论文数:
0
引用数:
0
h-index:
0
BASU, S
.
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(01)
:129
-156
[5]
THE TURN-OF-THE-YEAR IN CANADA
[J].
BERGES, A
论文数:
0
引用数:
0
h-index:
0
机构:
PURDUE UNIV,W LAFAYETTE,IN 47907
PURDUE UNIV,W LAFAYETTE,IN 47907
BERGES, A
;
MCCONNELL, JJ
论文数:
0
引用数:
0
h-index:
0
机构:
PURDUE UNIV,W LAFAYETTE,IN 47907
PURDUE UNIV,W LAFAYETTE,IN 47907
MCCONNELL, JJ
;
SCHLARBAUM, GG
论文数:
0
引用数:
0
h-index:
0
机构:
PURDUE UNIV,W LAFAYETTE,IN 47907
PURDUE UNIV,W LAFAYETTE,IN 47907
SCHLARBAUM, GG
.
JOURNAL OF FINANCE,
1984,
39
(01)
:185
-192
[6]
BIASES IN COMPUTED RETURNS - AN APPLICATION TO THE SIZE EFFECT
[J].
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
.
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(03)
:387
-404
[7]
STOCK RETURN SEASONALITIES AND THE TAX-LOSS SELLING HYPOTHESIS - ANALYSIS OF THE ARGUMENTS AND AUSTRALIAN EVIDENCE
[J].
BROWN, P
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
BROWN, P
;
KEIM, DB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
KEIM, DB
;
KLEIDON, AW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
KLEIDON, AW
;
MARSH, TA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
MARSH, TA
.
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(01)
:105
-127
[8]
NEW EVIDENCE ON THE NATURE OF SIZE-RELATED ANOMALIES IN STOCK-PRICES
[J].
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
.
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(01)
:33
-56
[9]
Christie A. A., 1981, CAPITAL ASSET PRICIN
[10]
RISK MEASUREMENT WHEN SHARES ARE SUBJECT TO INFREQUENT TRADING
[J].
DIMSON, E
论文数:
0
引用数:
0
h-index:
0
机构:
London Business School, London
DIMSON, E
.
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(02)
:197
-226
←
1
2
3
→
共 30 条
[1]
ANOMALIES IN RELATIONSHIPS BETWEEN SECURITIES YIELDS AND YIELD-SURROGATES
[J].
BALL, R
论文数:
0
引用数:
0
h-index:
0
BALL, R
.
JOURNAL OF FINANCIAL ECONOMICS,
1978,
6
(2-3)
:103
-126
[2]
THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS
[J].
BANZ, RW
论文数:
0
引用数:
0
h-index:
0
BANZ, RW
.
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(01)
:3
-18
[3]
INVESTMENT PERFORMANCE OF COMMON-STOCKS IN RELATION TO THEIR PRICE-EARNINGS RATIOS - TEST OF EFFICIENT MARKET HYPOTHESIS
[J].
BASU, S
论文数:
0
引用数:
0
h-index:
0
机构:
MCMASTER UNIV,FAC BUSINESS,HAMILTON 16,ONTARIO,CANADA
MCMASTER UNIV,FAC BUSINESS,HAMILTON 16,ONTARIO,CANADA
BASU, S
.
JOURNAL OF FINANCE,
1977,
32
(03)
:663
-682
[4]
THE RELATIONSHIP BETWEEN EARNINGS YIELD, MARKET VALUE AND RETURN FOR NYSE COMMON-STOCKS - FURTHER EVIDENCE
[J].
BASU, S
论文数:
0
引用数:
0
h-index:
0
BASU, S
.
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(01)
:129
-156
[5]
THE TURN-OF-THE-YEAR IN CANADA
[J].
BERGES, A
论文数:
0
引用数:
0
h-index:
0
机构:
PURDUE UNIV,W LAFAYETTE,IN 47907
PURDUE UNIV,W LAFAYETTE,IN 47907
BERGES, A
;
MCCONNELL, JJ
论文数:
0
引用数:
0
h-index:
0
机构:
PURDUE UNIV,W LAFAYETTE,IN 47907
PURDUE UNIV,W LAFAYETTE,IN 47907
MCCONNELL, JJ
;
SCHLARBAUM, GG
论文数:
0
引用数:
0
h-index:
0
机构:
PURDUE UNIV,W LAFAYETTE,IN 47907
PURDUE UNIV,W LAFAYETTE,IN 47907
SCHLARBAUM, GG
.
JOURNAL OF FINANCE,
1984,
39
(01)
:185
-192
[6]
BIASES IN COMPUTED RETURNS - AN APPLICATION TO THE SIZE EFFECT
[J].
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
.
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(03)
:387
-404
[7]
STOCK RETURN SEASONALITIES AND THE TAX-LOSS SELLING HYPOTHESIS - ANALYSIS OF THE ARGUMENTS AND AUSTRALIAN EVIDENCE
[J].
BROWN, P
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
BROWN, P
;
KEIM, DB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
KEIM, DB
;
KLEIDON, AW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
KLEIDON, AW
;
MARSH, TA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
MARSH, TA
.
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(01)
:105
-127
[8]
NEW EVIDENCE ON THE NATURE OF SIZE-RELATED ANOMALIES IN STOCK-PRICES
[J].
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
.
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(01)
:33
-56
[9]
Christie A. A., 1981, CAPITAL ASSET PRICIN
[10]
RISK MEASUREMENT WHEN SHARES ARE SUBJECT TO INFREQUENT TRADING
[J].
DIMSON, E
论文数:
0
引用数:
0
h-index:
0
机构:
London Business School, London
DIMSON, E
.
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(02)
:197
-226
←
1
2
3
→