Evaluating value weighting : Corporate events and market timing March 25 , 2002
نویسندگان
چکیده
I thank Karl Diether for research assistance. I thank Malcolm Baker, Gene Fama, Ken French, and Jeff Wurgler for supplying data. I thank Eugene Fama and seminar participants at the London School of Economics, New York University Stern School, and the University of Chicago for helpful comments. I gratefully acknowledge support from the Alfred P. Sloan Foundation, the Center for Research in Securities Prices at the University of Chicago Graduate School of Business, and the National Science Foundation.
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