SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Biases in computed returns · Study

ArticleShelves

ArticleBiases in computed returns

Marshall E. Blume1983

Article1983

Biases in computed returns

Marshall E. Blume · Robert F. Stambaugh

771 citations·0/0 files stored·Journal of Financial Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 771 citations exist upstream.

References

1981The relationship between return and market value of common stocks 1979Risk measurement when shares are subject to infrequent trading 1977Estimating betas from nonsynchronous data 1968The Cost of Transacting 1983Size-related anomalies and stock return seasonality 1981Misspecification of capital asset pricing 1983The anomalous stock market behavior of small firms in January

Cited by

1986A transaction data study of weekly and intradaily patterns in stock returns 1995The Behavior of Stock Prices Around Institutional Trades 1987Trading Mechanisms and Stock Returns: An Empirical Investigation 2007Mutual Fund Attributes and Investor Behavior 2001Characteristics of Risk and Return in Risk Arbitrage 1993The Informational Content of Implied Volatility 2011All the News That's Fit to Reprint: Do Investors React to Stale Information?

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1983Transaction costs and the small firm effectarticle · 6 shared references 1984Volume and turn-of-the-year behaviorarticle · 6 shared references 1989Firm Size and Turn-of-the-Year Effects in the OTC/NASDAQ Marketarticle · 6 shared references 1995Chapter 17 On the predictability of common stock returns: World-wide evidencechapter · 6 shared references 1983Transaction costs and the small firm effectarticle · 5 shared references 2011Is size dead? A review of the size effect in equity returnsarticle · 5 shared references

Details

Year1983

Typearticle

Published1983-11-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations771

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/0304-405x(83)90056-9

openalex_workW1583227791

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2002

Stock return predictability and model uncertainty