Abstract: The Journal of FinanceVolume 39, Issue 3 p. 837-840 Session: Valuation Anomalies—Empirical DISCUSSION: WHAT THE ANOMALIES MEAN MARC R. REINGANUM, MARC R. REINGANUMUniversity of Southern California.Search for more papers by this author MARC R. REINGANUM, MARC R. REINGANUMUniversity of Southern California.Search for more papers by this author First published: July 1984 https://doi.org/10.1111/j.1540-6261.1984.tb03677.xCitations: 7 Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onEmailFacebookTwitterLinkedInRedditWechat REFERENCES 1 Rolf W. Banz The Relationship Between Return and Market Value of Common Stocks," Journal of Financial Economics 9 (March 1981), 3–18. 2 Philip Brown, Allan W. Kleidon and Terry A. Marsh New Evidence on the Nature of Size-Related Anomalies in Stock Prices," Journal of Financial Economics 12 (June 1983), 33–56. 3 K. C. Chan, Nai-Fu Chen and David Hsieh. An Exploratory Investigation of the Firm Size Effect," working Paper, Graduate School of Business, University of Chicago, 1983. 4 Nai-fu Chen. "Some Empirical Tests of the Theory of Arbitrage Pricing," Journal of Finance 38 (December 1983), 1393–1414. 5 Andrew A. Christie and Michael Hertzel. Capital Asset Pricing Anomalies: Size and Other Correlations," working Paper, Graduate School of Management, University of Rochester, 1981. 6 Eugene F. Fama and James D. MacBeth. Risk, Return, and Equilibrium: Empirical Tests," Journal of Political Economy 71 (May/June 1973), 607–636. 7 Kenneth R. French Stock Returns and the Weekend Effect," Journal of Financial Economics 8 (March 1980), 55–69. 8 Michael R. Gibbons and Patrick Hess. Day of the Week Effects and Asset Returns," Journal of Business 54 (October 1981), 579–596. 9 Lawrence Harris. A Transaction Data Study of Weekly and Intraday Patterns in Stock Returns," working Paper, Graduate School of Business, University of Southern California, 1984. 10 Christopher James and Robert Edmister. The Relationship Between Common Stock Returns Trading Activity and Market Value," Journal of Finance 38 (September 1983), 1075–1986. 11 Donald B. Keim Size-Related Anomalies and Stock Return Seasonality: Further Empirical Evidence," Journal of Financial Economics 12 (June 1983), 13–32. 12 Donald B. Keim and Robert F. Stambaugh A Further Investigation of the Weekend Effect in Stock Returns," working Paper, The Wharton School, University of Pennsylvania, 1984. 13 Marc R. Reinganum A Direct Test of Roll's Conjecture on the Firm Size Effect," Journal of Finance 37 (March 1982), 27–35. 14 Marc R. Reinganum Misspecification of Capital Asset Pricing: Empirical Anomalies Based on Earnings' Yields and Market Values," Journal of Financial Economics 9 (March 1981), 19–46. 15 Marc R. Reinganum The Arbitrage Pricing Theory: Some Empirical Evidence," Journal of Finance 36 (May 1981), 313–320. 16 Richard Rogalski. New Findings Regarding Day of the Week Returns over Trading and Non-Trading Periods," working Paper, The Amos Tuck School of Business Administration, Dartmouth College, 1984. 17 Richard Roll. A Possible Explanation of the Small Firm Effect," Journal of Finance 36 (September 1981), 879–888. 18 Paul Schultz. Transaction Costs and the Small Firm Effect: A Comment," Journal of Financial Economics 12 (June 1983), 81–88. 19 Hans R. Stoll and Robert E. Whaley Transaction Costs and the Small Firm Effect," Journal of Financial Economics 12 (June 1983), 57–79. Citing Literature Volume39, Issue3July 1984Pages 837-840 ReferencesRelatedInformation
Publication Year: 1984
Publication Date: 1984-07-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 2
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