Title

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

DOI Link

http://dx.doi.org/10.1086/505245

Language

English

First Page

2595

Last Page

2616

WOS Identifier

WOS:000242796800011

ISSN

0021-9398

Recommended Citation

"The relationship between the value effect and industry affiliation" (2006). Faculty Bibliography 2000s. 5927.
https://stars.library.ucf.edu/facultybib2000/5927