PORTFOLIO FORMATION, MEASUREMENT ERRORS, AND BETA SHIFTS: A RANDOM SAMPLING APPROACH
- 1 September 2000
- journal article
- research article
- Published by Wiley in Journal of Financial Research
- Vol. 23 (3) , 261-284
- https://doi.org/10.1111/j.1475-6803.2000.tb00743.x
Abstract
No abstract availableKeywords
This publication has 15 references indexed in Scilit:
- Sorting Out SortsThe Journal of Finance, 2000
- Long‐Term Market Overreaction or Biases in Computed Returns?The Journal of Finance, 1993
- Nonstationary expected returnsJournal of Financial Economics, 1989
- Permanent and Temporary Components of Stock PricesJournal of Political Economy, 1988
- On the Contrarian Investment StrategyThe Journal of Business, 1988
- Further Evidence On Investor Overreaction and Stock Market SeasonalityThe Journal of Finance, 1987
- Does the Stock Market Overreact?The Journal of Finance, 1985
- Biases in computed returnsJournal of Financial Economics, 1983
- Bootstrap Methods: Another Look at the JackknifeThe Annals of Statistics, 1979
- Risk, Return, and Equilibrium: Empirical TestsJournal of Political Economy, 1973