The DOI matches its Crossref record; 2 of the 2 references it cites were found in a registry or an index.
Evaluating the performance of value versus glamour stocks The impact of selection bias
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
Common risk factors in the returns on stocks and bonds
Fama, E. F., & French, K. R. (1993) · Journal of Financial Economics · doi:10.1016/0304-405x(93)90023-5 · Cited by 25,754
Survivorship Bias in Performance Studies
Brown, S. J., Goetzmann, W., Ibbotson, R. G., & Ross, S. A. (1992) · Review of Financial Studies · doi:10.1093/rfs/5.4.553 · Cited by 1,121
Cited by
Detecting long-run abnormal stock returns: The empirical power and specification of test statistics
Barber, B. M., & Lyon, J. D. (1997) · Journal of Financial Economics · doi:10.1016/s0304-405x(96)00890-2 · Cited by 2,689
Improved Methods for Tests of Long‐Run Abnormal Stock Returns
Lyon, J. D., Barber, B. M., & Tsai, C. (1999) · The Journal of Finance · doi:10.1111/0022-1082.00101 · Cited by 1,828
Hostility in Takeovers: In the Eyes of the Beholder?
Schwert, G. W. (2000) · The Journal of Finance · doi:10.1111/0022-1082.00301 · Cited by 847
Conditioning variables and the cross-section of stock returns
Ferson, W. E., & Harvey, C. R. (1999) · The Journal of Finance · doi:10.1111/0022-1082.00148 · Cited by 839
Good News for Value Stocks: Further Evidence on Market Efficiency
PORTA, R. L., LAKONISHOK, J., SHLEIFER, A., & VISHNY, R. (1997) · The Journal of Finance · doi:10.1111/j.1540-6261.1997.tb04825.x · Cited by 803
Self-citation
Metadata
- Authors
- Chan, L. K. C., Jegadeesh, N., & Lakonishok, J.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 1995-07
- Volume
- 38
- Issue
- 3
- Pages
- 269-296
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2071375403
- Cited by
- 226
- References
- 2
- FWCI
- 24.40
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Evaluating the performance of value versus glamour stocks The impact of selection bias. https://app.cochat.ai/papers/10.1016/0304-405x(94)00818-l
- The paper
- Chan, L. K. C., Jegadeesh, N., & Lakonishok, J. (1995). Evaluating the performance of value versus glamour stocks The impact of selection bias. Journal of Financial Economics. https://doi.org/10.1016/0304-405x(94)00818-l
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.