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SIZE-RELATED ANOMALIES AND STOCK RETURN SEASONALITY - FURTHER EMPIRICAL-EVIDENCE
被引:689
作者
:
KEIM, DB
论文数:
0
引用数:
0
h-index:
0
KEIM, DB
机构
:
来源
:
JOURNAL OF FINANCIAL ECONOMICS
|
1983年
/ 12卷
/ 01期
关键词
:
D O I
:
10.1016/0304-405X(83)90025-9
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:13 / 32
页数:20
相关论文
共 28 条
[1]
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
[2]
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
[3]
TAX LOSS TRADING RULE
[J].
BRANCH, B
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA 01002
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA 01002
BRANCH, B
.
JOURNAL OF BUSINESS,
1977,
50
(02)
:198
-207
[4]
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
[5]
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
[6]
CAPITAL GAINS TAXATION AND YEAR-END STOCK-MARKET BEHAVIOR
[J].
DYL, EA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WYOMING,LARAMIE,WY 82071
UNIV WYOMING,LARAMIE,WY 82071
DYL, EA
.
JOURNAL OF FINANCE,
1977,
32
(01)
:165
-175
[7]
THE BEHAVIOR OF STOCK-MARKET PRICES
[J].
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
.
JOURNAL OF BUSINESS,
1965,
38
(01)
:34
-105
[8]
EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK
[J].
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60680
UNIV CHICAGO,CHICAGO,IL 60680
FAMA, EF
.
JOURNAL OF FINANCE,
1970,
25
(02)
:383
-423
[9]
FAMA EF, 1976, F FINANCE
[10]
STOCK RETURNS AND THE WEEKEND EFFECT
[J].
FRENCH, KR
论文数:
0
引用数:
0
h-index:
0
FRENCH, KR
.
JOURNAL OF FINANCIAL ECONOMICS,
1980,
8
(01)
:55
-69
←
1
2
3
→
共 28 条
[1]
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
[2]
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
[3]
TAX LOSS TRADING RULE
[J].
BRANCH, B
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA 01002
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA 01002
BRANCH, B
.
JOURNAL OF BUSINESS,
1977,
50
(02)
:198
-207
[4]
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
[5]
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
[6]
CAPITAL GAINS TAXATION AND YEAR-END STOCK-MARKET BEHAVIOR
[J].
DYL, EA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WYOMING,LARAMIE,WY 82071
UNIV WYOMING,LARAMIE,WY 82071
DYL, EA
.
JOURNAL OF FINANCE,
1977,
32
(01)
:165
-175
[7]
THE BEHAVIOR OF STOCK-MARKET PRICES
[J].
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
.
JOURNAL OF BUSINESS,
1965,
38
(01)
:34
-105
[8]
EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK
[J].
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60680
UNIV CHICAGO,CHICAGO,IL 60680
FAMA, EF
.
JOURNAL OF FINANCE,
1970,
25
(02)
:383
-423
[9]
FAMA EF, 1976, F FINANCE
[10]
STOCK RETURNS AND THE WEEKEND EFFECT
[J].
FRENCH, KR
论文数:
0
引用数:
0
h-index:
0
FRENCH, KR
.
JOURNAL OF FINANCIAL ECONOMICS,
1980,
8
(01)
:55
-69
←
1
2
3
→