Strategic Planning

Anomalies and Efficient Portfolio Formation by S. P. Kothari

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By S. P. Kothari

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2001. ” Journal of Finance, vol. 56, no. 3 (June):921–965. , and R. Thaler. 1985. ” Journal of Finance, vol. 40, no. 3 (July):793–805. ———. 1987. ” Journal of Finance, vol. 42, no. 3 (July):557–581. Edwards, W. 1968. ” In Formal Representation of Human Judgment. Edited by B. Kleinmutz. New York: Wiley. Fama, E. 1970. ” Journal of Finance, vol. 25, no. 2 (May):383–417. ———. 1991. ” Journal of Finance, vol. 46, no. 5 (December):1575–1617. ———. 1998. ” Journal of Financial Economics, vol. 49, no.

Move in year t + 1 from Quintile 1 in year t to: Missing Q1 Q2 B. 9 C. 9 D. 8 E. 7 Note: A stock was considered “missing” in year t + 1 if it was delisted (because of mergers, acquisitions, delistings, and bankruptcies) or if it did not meet the investment criteria we used (a price greater than $2 and size above the lowest decile of market cap for NYSE stocks). book Page 34 Thursday, December 19, 2002 11:51 AM Anomalies and Efficient Portfolio Formation represent deviations from the expected returns.

2001. ” Journal of Finance, vol. 56, no. 3 (June):921–965. , and R. Thaler. 1985. ” Journal of Finance, vol. 40, no. 3 (July):793–805. ———. 1987. ” Journal of Finance, vol. 42, no. 3 (July):557–581. Edwards, W. 1968. ” In Formal Representation of Human Judgment. Edited by B. Kleinmutz. New York: Wiley. Fama, E. 1970. ” Journal of Finance, vol. 25, no. 2 (May):383–417. ———. 1991. ” Journal of Finance, vol. 46, no. 5 (December):1575–1617. ———. 1998. ” Journal of Financial Economics, vol. 49, no. 3 (September):283–306.

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