The History of the Cross Section of Stock Returns

By Juhani T. Linnainmaa, Michael R. Roberts. 2016

227 citations recorded by the source corpus.

Subfields: Accounting, Finance, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/0211687e53fd58c14addcaa42ced88237f402ba4

Citations in the corpus

• A Transaction-Cost Perspective on the Multitude of Firm Characteristics (2020, unknown): “4This out-of-sample analysis also alleviates the data-mining concerns raised in Fama (1991), Kogan and Tian (2013), Harvey et al. (2015), Bryzgalova (2015), McLean and Pontiff (2016), and Linnainmaa and Roberts (2016), and Chordia, Goyal, and Saretto (2017).”
• Evolution in Value Relevance of Accounting Information (2019, unknown): “Although Compustat backfilled data prior to 1962, those data reflect selection bias and coverage is tilted towards successful firms (Fama and French 1992; Linnainmaa and Roberts 2016).”