Evaluating the performance of value versus glamour stocks The impact of selection bias

Authors: Chan L.K.C.1; Jegadeesh N.; Lakonishok J.

Source: Journal of Financial Economics, Volume 38, Number 3, July 1995 , pp. 269-296(28)

Publisher: Elsevier

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Keywords: Selection bias; Anomalies; Book-to-market ratio; Matching CRSP and Compustat; [JEL classification codes] G12; [JEL classification codes] G14; [JEL classification codes] M41

Language: English

Document Type: Research article

DOI: 10.1016/0304-405X(94)00818-L

Affiliations: 1: University of Illinois at Urbana-Champaign, Champaign, IL 61820, USA

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