The relationship between the value effect and industry affiliation

Authors

    Authors

    J. C. Banko; C. M. Conover;G. R. Jensen

    Comments

    Authors: contact us about adding a copy of your work at STARS@ucf.edu

    Abbreviated Journal Title

    J. Bus.

    Keywords

    EXPECTED STOCK RETURNS; CROSS-SECTION; DELISTING BIAS; RISK; ARBITRAGE; MOMENTUM; EQUITY; EQUILIBRIUM; PERFORMANCE; SIZE; Business

    Journal Title

    Journal of Business

    Volume

    79

    Issue/Number

    5

    Publication Date

    1-1-2006

    Document Type

    Article

    Language

    English

    First Page

    2595

    Last Page

    2616

    WOS Identifier

    WOS:000242796800011

    ISSN

    0021-9398

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