Survivorship bias and attrition effects in measures of performance persistence

Jennifer Carpenter () and Anthony W. Lynch

Journal of Financial Economics, 1999, vol. 54, issue 3, 337-374

Date: 1999
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Working Paper: Survivorship Bias and Attrition Effects in Measures of Performance Persistence (1998)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jfinec:v:54:y:1999:i:3:p:337-374

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