Hou, Kewei (contributor) - 2003 - [Elektronische Ressource]
volatile industry peers, controlling for firm size. Small, volatile, less competitive and
neglected industries experience a …), alternative specifications of the vector-auto regressions (4-week lags, 1-week
lag, controlling for contemporaneous returns, and …
smaller market share (industry followers), controlling for size. In addition, returns on
high BE/ME firms lead returns on low …