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Does survivorship bias really matter? An empirical investigation into its effects on the mean reversion of share returns on the JSE (1984–2007)
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Does survivorship bias really matter? An empirical investigation into its effects on the mean reversion of share returns on the JSE (1984–2007) (2010)Does survivorship bias really matter? An …Mean reversion of industry stock returns in the U.S., 1926–1998 (2004)Mean reversion of industry st…Survivorship bias and attrition effects in measures of performance persistence (1999)Survivorship bias and attriti…THE OVERREACTION HYPOTHESIS AND THE UK STOCKMARKET (1995)THE OVERREACTION HYPOTHESIS A…Evaluating the performance of value versus glamour stocks The impact of selection bias (1995)Evaluating the performance of…Another Look at the Cross-Section of Expected Stock Returns (1995)Another Look at the Cross-Sec…The Cross-Section of Realized Stock Returns: The Pre-COMPUSTAT Evidence (1994)The Cross-Section of Realized…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Survivorship Bias in Performance Studies (1992)Survivorship Bias in Performa…Size, Seasonality, and Stock Market Overreaction (1990)Size, Seasonality, and Stock …Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Mutual Fund Performance: An A…Does the Stock Market Overreact to Corporate Earnings Information? (1989)Does the Stock Market Overrea…Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Further Evidence On Investor …Sample-Dependent Results Using Accounting and Market Data: Some Evidence (1986)Sample-Dependent Results Usin…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…The Effect of Diversification on Risk (1971)The Effect of Diversification…The financial analysts journal (1960)The financial analysts journalAn Empirical Evaluation of Accounting Income Numbers (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Modern Portfolio Theory and Investment Analysis. (1982)The Performance of Hedge Funds: Risk, Return, and Incentives (1999)International evidence on ethical mutual fund performance and investment style (2004)Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Is the Risk of Bankruptcy a Systematic Risk? (1998)What Drives Firm‐Level Stock Returns? (2002)Predicting returns with financial ratios (2004)Risk, Return, and Equilibrium: Empirical Tests (1973)Evidence of Predictable Behavior of Security Returns (1990)Of Shepherds, Sheep, and the Cross-autocorrelations in Equity Returns (1995)Problems in measuring portfolio performance An application to contrarian investment strategies (1995)Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies (2000)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)On Persistence in Mutual Fund Performance (1997)Do after-tax returns affect mutual fund inflows? (2002)Mutual Fund Survivorship (2002)Can Hedge-Fund Returns Be Replicated?: The Linear Case (2006)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Norm theory: Comparing reality to its alternatives. (1986)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Investor Psychology and Asset Pricing (2001)Judgment Under Uncertainty: Heuristics and Biases. (1984)Multifactor Explanations of Asset Pricing Anomalies (1996)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Illiquidity and stock returns: cross-section and time-series effects (2002)Efficient Capital Markets: II (1991)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)The Small World of Investing: Board Connections and Mutual Fund Returns (2008)Evidence on the Characteristics of Cross Sectional Variation in Stock Returns (1996)Underpricing and long-term performance of IPOs in China (2003)Is Default Risk Negatively Related to Stock Returns? (2010)Modelling the persistence of conditional variances (1986)First Impressions Matter: A Model of Confirmatory Bias (1999)Institutional Investors and Equity Prices (2001)
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References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
  • 1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings1,349 cited
  • 1992Survivorship Bias in Performance Studies1,118 cited
  • 1960The financial analysts journal1,043 cited
  • 1995Another Look at the Cross-Section of Expected Stock Returns1,007 cited
  • 1994The Cross-Section of Realized Stock Returns: The Pre-COMPUSTAT Evidence391 cited
  • 1990Size, Seasonality, and Stock Market Overreaction376 cited
  • 1999Survivorship bias and attrition effects in measures of performance persistence310 cited
  • 1986Sample-Dependent Results Using Accounting and Market Data: Some Evidence269 cited
  • 1995Evaluating the performance of value versus glamour stocks The impact of selection bias226 cited
  • 1989Does the Stock Market Overreact to Corporate Earnings Information?168 cited
  • 1995THE OVERREACTION HYPOTHESIS AND THE UK STOCKMARKET137 cited
  • 1971The Effect of Diversification on Risk116 cited

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2004
Mean reversion of industry stock returns in the U.S., 1926–1998
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