Accounting‐Based Stock Price Anomalies: Separating Market Inefficiencies from Risk*
- 1 June 1997
- journal article
- Published by Wiley in Contemporary Accounting Research
- Vol. 14 (2) , 89-136
- https://doi.org/10.1111/j.1911-3846.1997.tb00529.x
Abstract
No abstract availableKeywords
This publication has 41 references indexed in Scilit:
- Another Look at the Cross‐section of Expected Stock ReturnsThe Journal of Finance, 1995
- Size and Book‐to‐Market Factors in Earnings and ReturnsThe Journal of Finance, 1995
- Contrarian Investment, Extrapolation, and RiskThe Journal of Finance, 1994
- Common risk factors in the returns on stocks and bondsJournal of Financial Economics, 1993
- Tests of Analysts' Overreaction/Underreaction to Earnings Information as an Explanation for Anomalous Stock Price BehaviorThe Journal of Finance, 1992
- The Cross‐Section of Expected Stock ReturnsThe Journal of Finance, 1992
- Efficient Capital Markets: IIThe Journal of Finance, 1991
- Does the Stock Market Rationally Reflect Fundamental Values?The Journal of Finance, 1986
- Does the Stock Market Overreact?The Journal of Finance, 1985
- On computing mean returns and the small firm premiumJournal of Financial Economics, 1983