REFERENCES

 

Arbel, Avner. (1985) "Generic Stocks: An Old Product in a New Package." Journal of Portfolio Management, pp. 4-13.

 

Banz, R.W. (1981) "The Relationship Between Return and Market Value of Common Stock." Journal of Financial Economics, pp. 3-18.

 

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.

 

De Bondt, Werner F.M. and Richard M. Thaler. (1985) "Does the Stock Market Overreact?" Journal of Finance 40 , pp. 793-805.

 

Dimson, Elroy and Paul Marsh. (1986) "Event Study Methodologies and the Size Effect: The Case of UK Press Recommendations." Journal of Financial Economics 17, pp. 113-143.

 

French, Kenneth. (1980) "Stock Returns and the Weekend Effect." Journal of Financial Economics 8 (March, 1980), pp. 55-69.

 

Haugen, Robert. (1995) "The Race Between Value and Growth," The New Finance: The Case Against Efficient Markets. New York: Prentice-Hall, pp. 55-71.

 

Ibbotson, Roger G. and Rex A. Sinquefield. (1994) Stocks, Bonds, Bills and Inflation: 1994 Yearbook. Chicago: Ibbotson & Associates.

 

Kahneman, Daniel, Paul Slovic, and Amos Tversky. (1982) Judgment Under Uncertainty: Heuristics and Biases. Cambridge: Cambridge University Press.

 

Keim, Donald B. (1983) "Size Related Anomalies and Stock Return Seasonality: Further Empirical Evidence." Journal of Financial Economics 12, pp. 13-32.

 

Keim, Donald B. and Robert F. Stambaugh. (1984) "A Further Investigation of the Weekend Effect in Stock Returns." Journal of Finance 39, pp. 819-835.

 

Leleux, Benoit F. and Daniel F. Muzyka. (1995) "IPO Performance in the United Kingdom: A Dynamic Beta Reappraisal." In Sue Birley and Ian MacMillan, Editors, International Perspectives on Entrepreneurship Research, Routledge, 1995.

 

Loughran, Tim, Jay R. Ritter and Kristian Rydqvist. (1994) "Initial Public Offerings: International Insights." Pacific-Basin Finance Journal 2, 2, pp. 165-199.

 

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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