Keywords
Affiliated Institutions
Related Publications
Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test
The disclosure of corporate forecasts of projected annual earnings was a topic of intensive debate within the investment community during the years 1970-75. Questions of accurac...
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
ABSTRACT This paper documents that strategies which buy stocks that have performed well in the past and sell stocks that have performed poorly in the past generate significant p...
Voluntary Disclosure of Profit Forecasts by Target Companies in Takeover Bids
This paper examines factors influencing voluntary forecast disclosure by target companies, whether good/bad news forecasts are disclosed and the influence of forecasts on the ou...
Private Information, Trading Volume, and Stock-Return Variances
New evidence is provided on the determinants of stock-return variances. First, when the Tokyo Stock Exchange is open on Saturday, the weekend variance increases; weekly variance...
The Cross‐Section of Expected Stock Returns
ABSTRACT Two easily measured variables, size and book‐to‐market equity, combine to capture the cross‐sectional variation in average stock returns associated with market β , size...
Publication Info
- Year
- 1983
- Type
- article
- Volume
- 5
- Pages
- 49-74
- Citations
- 120
- Access
- Closed
External Links
Social Impact
Social media, news, blog, policy document mentions
Citation Metrics
Cite This
Identifiers
- DOI
- 10.1016/0165-4101(83)90005-8