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Unraveling a puzzle: the case of value line timeliness rank upgrades

  • Nandkumar Nayar

    ()

  • Ajai Singh

    ()

  • Wen Yu

    ()

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    No abstract is available for this item.

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    File URL: http://hdl.handle.net/10.1007/s11408-011-0172-z
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    Article provided by Springer in its journal Financial Markets and Portfolio Management.

    Volume (Year): 25 (2011)
    Issue (Month): 4 (December)
    Pages: 379-409

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    Handle: RePEc:kap:fmktpm:v:25:y:2011:i:4:p:379-409
    Contact details of provider: Web page: http://www.springerlink.com/link.asp?id=119763

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    1. Carhart, Mark M, 1997. " On Persistence in Mutual Fund Performance," Journal of Finance, American Finance Association, vol. 52(1), pages 57-82, March.
    2. Fama, Eugene F., 1998. "Market efficiency, long-term returns, and behavioral finance," Journal of Financial Economics, Elsevier, vol. 49(3), pages 283-306, September.
    3. Hanna, Mark, 1983. " Testing an Aggressive Investment Strategy Using Value Line Ranks: A Comment," Journal of Finance, American Finance Association, vol. 38(1), pages 259-62, March.
    4. Alon Brav & Christopher Geczy & Paul A. Gompers, . "Is the Abnormal Return Following Equity Issuances Anomalous?," Rodney L. White Center for Financial Research Working Papers 02-99, Wharton School Rodney L. White Center for Financial Research.
    5. Jegadeesh, Narasimhan & Titman, Sheridan, 1993. " Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency," Journal of Finance, American Finance Association, vol. 48(1), pages 65-91, March.
    6. Peterson, David R., 1995. "The Informative Role of the Value Line Investment Survey: Evidence from Stock Highlights," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 30(04), pages 607-618, December.
    7. Holloway, Clark, 1983. " Testing an Aggressive Investment Strategy Using Value Line Ranks: A Reply," Journal of Finance, American Finance Association, vol. 38(1), pages 263-70, March.
    8. Barber, Brad M. & Lyon, John D., 1997. "Detecting long-run abnormal stock returns: The empirical power and specification of test statistics," Journal of Financial Economics, Elsevier, vol. 43(3), pages 341-372, March.
    9. Peterson, David R., 1987. "Security Price Reactions to Initial Reviews of Common Stock by the Value Line Investment Survey," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 22(04), pages 483-494, December.
    10. Gibson, Scott & Safieddine, Assem & Sonti, Ramana, 2004. "Smart investments by smart money: Evidence from seasoned equity offerings," Journal of Financial Economics, Elsevier, vol. 72(3), pages 581-604, June.
    11. Stickel, Scott E., 1985. "The effect of value line investment survey rank changes on common stock prices," Journal of Financial Economics, Elsevier, vol. 14(1), pages 121-143, March.
    12. Huberman, Gur & Kandel, Shmuel, 1987. "Value Line Rank and Firm Size," The Journal of Business, University of Chicago Press, vol. 60(4), pages 577-89, October.
    13. Antonios Siganos, 2010. "Can small investors exploit the momentum effect?," Financial Markets and Portfolio Management, Springer, vol. 24(2), pages 171-192, June.
    14. Carlos Castro, 2010. "Portfolio choice under local industry and country factors," Financial Markets and Portfolio Management, Springer, vol. 24(4), pages 353-393, December.
    15. Bernard, Victor L. & Thomas, Jacob K., 1990. "Evidence that stock prices do not fully reflect the implications of current earnings for future earnings," Journal of Accounting and Economics, Elsevier, vol. 13(4), pages 305-340, December.
    16. Jegadeesh, Narasimhan & Livnat, Joshua, 2006. "Revenue surprises and stock returns," Journal of Accounting and Economics, Elsevier, vol. 41(1-2), pages 147-171, April.
    17. 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 711-19, June.
    18. Gregory, N A, 1983. " Testing an Aggressive Investment Strategy Using Value Line Ranks: A Comment," Journal of Finance, American Finance Association, vol. 38(1), pages 257, March.
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