The DOI matches its Crossref record.
Market and Industry Factors in Stock Price Behavior
Abstract
The analysis of the interdependence of an ensemble of security prices changes carries with it implications for such seemingly diverse financial topics as (1) methods of portfolio selection, (2) the design of index numbers, and (3) the theory of cost of capital. The concluding section of this work will attempt to relate these subjects to the principal statistical results in addition to suggesting further research that can capitalize on the present finding.
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Citations
Cited by
Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios
Jensen, M. C. (1969) · The Journal of Business · doi:10.1086/295182 · Cited by 942
Extra-Market Components of Covariance in Security Returns
Rosenberg, B. (1974) · The Journal of Financial and Quantitative Analysis · doi:10.2307/2330104 · Cited by 296
News or Noise? The Stock Market Reaction to Different Types of Company-Specific News Events
Sprenger, T. O., & Welpe, I. M. (2011) · SSRN Electronic Journal · doi:10.2139/ssrn.1734632 · Cited by 28
Metadata
- Authors
- King, B. F.
- Venue
- The Journal of Business
- Publisher
- University of Chicago Press
- Published
- 1966-01
- Volume
- 39
- Issue
- S1
- Pages
- 139
- ISSN
- 0021-9398 (ISSN-L)
- 1537-5374
- OpenAlex
- W1993709375
- Cited by
- 836
- References
- 0
- Type
- conference abstract
- Language
- en
- Open access
- closed
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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.
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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.
