Good News for Value Stocks: Further Evidence on Market Efficiency
收藏NBER1995-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w5311
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资源简介：
This paper examines the hypothesis that the superior return to so-called value stocks is the result of expectational errors made by investors. We study stock price reactions around earnings announcements for value and glamour stocks over a 5 year period after portfolio formation. The announcement
提供机构：
美国国家经济研究局
创建时间：
1995-10-01
