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Blume, Marshall E., and Robert F. Stambaugh. (1983) "Biases in Computed Returns: An Application to the Size Effect." Journal of Financial Economics, pp. 387-404.


Brown, Stephen and Jerold Warner. (1980) "Measuring Security Price Performance." Journal of Financial Economics 8, 3, pp. 205-258.


Brown, Stephen and Jerold Warner. (1985) "Using Daily Stock Returns: The Case of Event Studies." Journal of Financial Economics 14, pp. 3-31.


Chopra, Navin, Josef Lakonishok, and Jay R. Ritter. (1992) "Measuring Abnormal Performance: Do Stocks Overreact?" Journal of Financial Economics 31, pp. 235-268.


Clayman, Michelle. (1987) "In Search of Excellence: The Investor’s Viewpoint." Financial Analysts’s Journal (May-June, 1987).


Conrad, Jennifer and Gautam Kaul. (1993) "Long-Term Market Overreaction or Biases in Computed Returns." The Journal of Finance 48, 1, pp. 39-63.


Cotter, James F. (1992) "The Long-Run Efficiency of IPO Pricing." University of North Carolina at Chapel Hill.


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Loughran, Tim and Jay R. Ritter. (1992) "The Long-Run Performance of IPOs: II." University of Illinois working paper.


Reinganum, Marc R. (1983) "The Anomalous Stock Market Behavior of Small Firms in January: Empirical Tests for Tax-Loss Selling Effects." Journal of Financial Economics 12, pp. 89-104.


Rendleman, R.J., C.P. Jones, and H.A. Latane. (1982) "Empirical Anomalies Based on Unexpected Earnings and the Importance of Risk Adjustment." Journal of Finanical Economics, 10, pp. 269-287.


Ritter, Jay R. and Navin Chopra. (1989) "Portfolio Rebalancing and the Turn-of-the-Year Effect." Journal of Finance 44, pp. 149-166.


Schwert, William G. (1984) "Using Financial Data to Measure the Effects of Regulation." Journal of Law and Economics 24, pp. 121-158.

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