Sorting Out Sorts

This publication has 8 references indexed in Scilit:

• PORTFOLIO FORMATION, MEASUREMENT ERRORS, AND BETA SHIFTS: A RANDOM SAMPLING APPROACH
  Journal of Financial Research, 2000
• Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
  The Journal of Finance, 1997
• The Errors in the Variables Problem in the Cross‐Section of Expected Stock Returns
  The Journal of Finance, 1995
• Common risk factors in the returns on stocks and bonds
  Journal of Financial Economics, 1993
• The Cross‐Section of Expected Stock Returns
  The Journal of Finance, 1992
• Data-Snooping Biases in Tests of Financial Asset Pricing Models
  The Review of Financial Studies, 1990
• Dividends, Short Selling Restrictions, Tax‐Induced Investor Clienteles and Market Equilibrium
  The Journal of Finance, 1980
• The effect of personal taxes and dividends on capital asset prices
  Journal of Financial Economics, 1979