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Returns of Small Growth Stocks: An Empirical Analysis

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Author Info
Gerald Lander ()
Abstract

I investigate the mean reversion tendency of small growth stocks. Using a carefully articulated research design employing established and empirically tested principles, my findings should support or refute the anecdotal evidence that small growth stocks make superior investments. The primary motivation for the study springs from the documented differential preference among investors for value and growth stocks. Despite evidence that value stocks tend to outperform growth stocks, investors retain strong interest in growth stocks. Yet in examining the performance of Business Week’s (BW), smaller capitalization companies (called “Hot Growth Companies”) with respect to the overall financial market, Bauman et al. [2002] found positive excess returns in the pre-publication period but negative excess returns in the post-publication period. A limitation of their study is that their analyses relied on only three criteria: sales, BW rank and return on capital, which do not represent completely a firm’s financial health. I replicate Bauman et al.’s study but use a more robust and representative variable set to test the mean reversal hypothesis — Forbes’ financial criteria — and I focus on six variables. In the current study, I look at 4,200 companies listed in Forbes from 1980 to 2000. The results of the expanded study substantiate Bauman et al.’s [2002] study showing that there are positive excess returns in the pre-publication period, but negative excess returns in the post-publication period. An expanded future study will look at five additional variables to see if they make a significant difference on the effects of the returns of small growth stocks. Copyright IAES 2006

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File URL: http://hdl.handle.net/10.1007/s11294-006-9042-2
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Publisher Info
Article provided by Springer in its journal International Advances in Economic Research.

Volume (Year): 12 (2006)
Issue (Month): 4 (November)
Pages: 475-490
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Handle: RePEc:kap:iaecre:v:12:y:2006:i:4:p:475-490

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Web page: http://www.springerlink.com/link.asp?id=112112

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Related research
Keywords: G20; G30; M00;

References listed on IDEAS
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  1. Fama, Eugene F & French, Kenneth R, 1992. " The Cross-Section of Expected Stock Returns," Journal of Finance, American Finance Association, vol. 47(2), pages 427-65, June. [Downloadable!] (restricted)
  2. 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 663-82, June. [Downloadable!] (restricted)
  3. W. Scott Bauman & C. Mitchell Conover & Don R. Cox, 2002. "Are The Best Small Companies The Best Investments?," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 25(2), pages 169-186. [Downloadable!] (restricted)
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