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Do investors mistake a good company for a good investment?. (1999). Laster, David S. ; Antunovich, Peter.
In: Staff Reports.
RePEc:fip:fednsr:60.

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  1. .

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  2. Exploring the value relevance of corporate reputation: A fuzzy-set qualitative comparative analysis. (2016). Chiang, Chia-Hsin ; Yu, Tiffany Hui-Kuang ; Wang, David Han-Min .
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:69:y:2016:i:4:p:1329-1332.

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  3. Are high-quality firms also high-quality investments?. (2000). Laster, David ; Mitnick, Scott ; Antunovich, Peter.
    In: Current Issues in Economics and Finance.
    RePEc:fip:fednci:y:2000:i:jan:n:v.6no.1.

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References

References cited by this document

  1. Barber, Bred M., John D. Lyon, and Chih-Ling Tsai 1996, Improved methods for tests of long-run abnormal returns, Journal of Finance, forthcoming.
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  2. Bernard, Victor L, and Jacob K. Thomas, 1990, Evidence that stock prices do not fully reflect the implications of current earnings for future earnings, Journal of Accounting and Economics 13, 305-40.

  3. Brown, Keith C., W.V. Harlow, and Laura Starks, 1996, Of tournaments and temptations: An analysis of managerial incentives in the mutual fund industry, Journal of Finance 51, 85-110.

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  5. Clayman, Michelle, 1994, Excellence revisited, Financial Analyst Journal, 61-65.
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  6. DeBondt, Werner F. M., and Thaler, Richard H., 1985, Does the stock market overreact'DONE', Journal of Finance 40, 793-805.

  7. DeBondt, Werner F. M., and Thaler, Richard H., 1987, Further evidence on investor overreaction and stock market seasonality, Journal of Finance 42, 557-581.

  8. Fama, Eugene F. and Kenneth R. French, 1992, The cross-section of expected stock returns, Journal of Finance 47, 427-465.

  9. Fama, Eugene F., 1997, Market Efficiency, Long-Term Returns, and Behavioral Finance, Center for Research in Security Prices, University of Chicago, working paper.
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  10. Jegadeesh, Narasimhan and Sheridan Titman, 1993, Returns to buying winners and selling losers: Implications for stock market efficiency, Journal of Finance 48, 65-91.

  11. Jegadeesh, Narasimhan, 1990, Evidence of predictable behavior of security returns, Journal of Finance 45, 881-898.

  12. Keim, Donald B., 1983, Size related anomalies and stock return seasonality: Further empirical evidence, Journal of Financial Economics 12, 13-32.

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  14. Lakonishok, Josef, Andrei Shleifer, and Robert W. Vishny, 1994, Contrarian investment, extrapolation, and risk, Journal of Finance 49, 1541-1578.

  15. McLaughlin, Robyn M., Richard S. Ruback, Hassan Tehranian, 1996, Does corporate quality matter'DONE', Suffolk University, working paper.
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  16. Shefrin, H. and M. Statman, 1998, Comparing Expectations about Stock Returns to Realized Returns, Santa Clara University, working paper.
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  17. Shefrin, Hersh and Meir Statman, 1995, Making sense of Beta, Size, and Book-to-market, Journal of Portfolio Management 21, 26-34.
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  18. Siegel, Jeremy J., 1995, The nifty-fifty revisited: do growth stocks ultimately justify their price'DONE', Journal of Portfolio Management , 8-20.
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  19. Womack, Kent L., 1996, Do brokerage analysts recommendations have investment value'DONE', Journal of Finance 51, 137-67.

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