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

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

Links for this article

http://www.ingentaconnect.com/els/0304405x/1995/00000038/00000003/art00818
http://openurl.ingenta.com/content?genre=article&issn=0304-405X&volume=38&issue=3&spage=269&epage=296
http://dx.doi.org/10.1016/0304-405X(94)00818-L