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Evaluating the performance of value versus glamour stocks The impact of selection bias

, , and . Journal of Financial Economics, 38 (3): 269--296 (July 1995)

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Systematic risk, total risk and size as determinants of stock market returns, and . Journal of Banking & Finance, 10 (1): 115--132 (March 1986)Market underreaction to open market share repurchases, , and . NBER working paper series National Bureau of Economic Research, Cambridge, Mass., (1994)Measuring abnormal performance : Do stocks overreact?, , and . Journal of Financial Economics, 31 (2): 235--268 (April 1992)The impact of institutional trading on stock prices, , and . Journal of Financial Economics, 32 (1): 23--43 (August 1992)Market underreaction to open market share repurchases, , and . Journal of Financial Economics, 39 (2-3): 181--208 (00 1995)The Stock Market Valuation of Research and Development Expenditures, , and . The Journal of Finance, 56 (6): 2431-2456 (December 2001)Contrarian investment, extrapolation, and risk, , and . The Journal of Finance, 49 (5): 1541-1578 (December 1994)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns, , and . The Journal of Finance, 47 (5): 1731--1764 (1992)Institutional trades and intraday stock price behavior, and . Journal of Financial Economics, 33 (2): 173--199 (April 1993)Volume and turn-of-the-year behavior, and . Journal of Financial Economics, 13 (3): 435--455 (September 1984)