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An Evaluation Of The Performance Of Portfolios Selected From Value Line Rank One Stocks: 1976–1982

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  • Thomas W. Hall
  • Jeffrey J. Tsay

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  • Thomas W. Hall & Jeffrey J. Tsay, 1988. "An Evaluation Of The Performance Of Portfolios Selected From Value Line Rank One Stocks: 1976–1982," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 11(3), pages 227-240, September.
    • Handle: RePEc:bla:jfnres:v:11:y:1988:i:3:p:227-240
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1988.tb00084.x
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    References listed on IDEAS

    as
    1. Copeland, Thomas E. & Mayers, David, 1982. "The value line enigma (1965-1978) : A case study of performance evaluation issues," Journal of Financial Economics, Elsevier, vol. 10(3), pages 289-321, November.
    2. John P. Shelton, 1967. "The Value Line Contest: A Test of Predictability of Stock-Price Changes," The Journal of Business, University of Chicago Press, vol. 40, pages 251-251.
    3. Brown, Stephen J. & Warner, Jerold B., 1980. "Measuring security price performance," Journal of Financial Economics, Elsevier, vol. 8(3), pages 205-258, September.
    4. Basu, S, 1977. "Investment Performance of Common Stocks in Relation to Their Price-Earnings Ratios: A Test of the Efficient Market Hypothesis," Journal of Finance, American Finance Association, vol. 32(3), pages 663-682, June.
    5. Holloway, Clark, 1981. "A Note on Testing an Aggressive Investment Strategy Using Value Line Ranks," Journal of Finance, American Finance Association, vol. 36(3), pages 711-719, June.
    6. Hausman, Warren H, 1969. "A Note on "The Value Line Contest: A Test of the Predictability of Stock-Price Changes."," The Journal of Business, University of Chicago Press, vol. 42(3), pages 317-320, July.
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    Cited by:

    1. P. R. Chandy & John W. Peavy III & William Reichenstein, 1993. "A Note On The Value Line Stock Highlight Effect," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 16(2), pages 171-179, June.

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