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SHORTER PAPERS - The Delisting Bias in CRSP's Nasdaq Data and Its Implications for the Size Effect
Shumway, Tyler; Warther, Vincent A. - In: The journal of finance : the journal of the American … 54 (1999) 6, pp. 2361-2380
Persistent link: https://www.econbiz.de/10006572061
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The Delisting Bias in CRSP's Nasdaq Data and Its Implications for the Size Effect
Shumway, Tyler; Warther, Vincent A. - In: Journal of Finance 54 (1999) 6, pp. 2361-2379
We investigate the bias in CRSP's Nasdaq data due to missing returns for delisted stocks. We find that the missing returns are large and negative on average, and that delisted stocks experience a substantial decrease in liquidity. We estimate that using a corrected return of - 55 percent for...
Persistent link: https://www.econbiz.de/10005214402
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The delisting bias in CRSP's Nasdaq data and its implications for the size effect
Shumway, Tyler; Warther, Vincent A. - In: The journal of finance : the journal of the American … 54 (1999) 6, pp. 2361-2389
Persistent link: https://www.econbiz.de/10001496849
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Board effectiveness and board dissent : a model of the board's relationship to management and shareholders
Warther, Vincent A. - In: The journal of corporate finance : contracting, … 4 (1998) 1, pp. 53-70
Persistent link: https://www.econbiz.de/10001240297
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Aggregate mutual fund flows and security returns
Warther, Vincent A. - In: Journal of financial economics 39 (1995) 2, pp. 209-235
Persistent link: https://www.econbiz.de/10001188049
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Has the rise of mutual funds increased market instability?
Warther, Vincent A. - In: Brookings-Wharton papers on financial services 1 (1998), pp. 239-262
Persistent link: https://www.econbiz.de/10001744323
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Forecasting bankruptcy more accurately : a simple hazard model
Shumway, Tyler - In: The journal of business : B 74 (2001) 1, pp. 101-124
Persistent link: https://www.econbiz.de/10001543353
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The delisting bias in CRSP data
Shumway, Tyler - In: The journal of finance : the journal of the American … 52 (1997) 1, pp. 327-340
Persistent link: https://www.econbiz.de/10001217791
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Liquidity, investment ability, and mutual fund structure
Nanda, Vikram; Narayanan, M. P.; Warther, Vincent A. - In: Journal of Financial Economics 57 (2000) 3, pp. 417-443
Persistent link: https://www.econbiz.de/10005477848
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Aggregate mutual fund flows and security returns
Warther, Vincent A. - In: Journal of Financial Economics 39 (1995) 2-3, pp. 209-235
Persistent link: https://www.econbiz.de/10005478057