Keywords

ResidualPortfolioEconomicsEarningsResidual riskEconometricsAbnormal returnFinancial economicsMonetary economicsMathematicsFinance

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Publication Info

Year
1981
Type
article
Volume
3
Issue
3
Pages
233-241
Citations
28
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Closed

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William H. Beaver, Wayne R. Landsman (1981). Note on the behavior of residual security returns for winner and loser portfolios. Journal of Accounting and Economics , 3 (3) , 233-241. https://doi.org/10.1016/0165-4101(81)90004-5

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DOI
10.1016/0165-4101(81)90004-5