{"id":"https://openalex.org/W1996546077","doi":"https://doi.org/10.1016/s1062-9769(96)90021-6","title":"The cross-section of stock returns and survivorship bias: Evidence from delisted stocks","display_name":"The cross-section of stock returns and survivorship bias: Evidence from delisted stocks","publication_year":1996,"publication_date":"1996-09-01","ids":{"openalex":"https://openalex.org/W1996546077","doi":"https://doi.org/10.1016/s1062-9769(96)90021-6","mag":"1996546077"},"language":"en","primary_location":{"id":"doi:10.1016/s1062-9769(96)90021-6","doi":"https://doi.org/10.1016/s1062-9769(96)90021-6","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s1062-9769(96)90021-6","pdf_url":null,"source":{"id":"https://openalex.org/S125273398","display_name":"The Quarterly Review of Economics and Finance","issn_l":"1062-9769","issn":["1062-9769","1878-4259"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Quarterly Review of Economics and Finance","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"James L. Davis","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I189590672","display_name":"Kansas State University","ror":"https://ror.org/05p1j8758","country_code":"US","type":"education","lineage":["https://openalex.org/I189590672"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"James L. Davis","raw_affiliation_strings":["Kansas State University USA","Kansas State Univ. (USA)"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Kansas State University USA","institution_ids":["https://openalex.org/I189590672"]},{"raw_affiliation_string":"Kansas State Univ. (USA)","institution_ids":["https://openalex.org/I189590672"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I189590672"],"apc_list":{"value":2740,"currency":"USD","value_usd":2740},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":28,"citation_normalized_percentile":{"value":0.31197899,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":97},"biblio":{"volume":"36","issue":"3","first_page":"365","last_page":"375"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9785000085830688,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9785000085830688,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12123","display_name":"Financial Analysis and Corporate Governance","score":0.008799999952316284,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12675","display_name":"Financial Reporting and Valuation Research","score":0.006899999920278788,"subfield":{"id":"https://openalex.org/subfields/1408","display_name":"Strategy and Management"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cross-section-of-stock-returns","display_name":"cross-section of stock returns","score":0.8709999918937683},{"id":"https://openalex.org/keywords/survivorship-bias","display_name":"survivorship bias","score":0.9980000257492065},{"id":"https://openalex.org/keywords/book-to-market-equity","display_name":"book-to-market equity","score":0.8410000205039978},{"id":"https://openalex.org/keywords/earnings-yield","display_name":"earnings yield","score":0.9950000047683716},{"id":"https://openalex.org/keywords/stock-return-predictability","display_name":"stock return predictability","score":0.40700000524520874}],"concepts":[{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.753359317779541},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5585235953330994},{"id":"https://openalex.org/C172400760","wikidata":"https://www.wikidata.org/wiki/Q332796","display_name":"Survivorship curve","level":3,"score":0.45365917682647705},{"id":"https://openalex.org/C2780129039","wikidata":"https://www.wikidata.org/wiki/Q1931107","display_name":"Section (typography)","level":2,"score":0.4189678132534027},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3834199011325836},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.2657945156097412},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.18274962902069092},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.09213107824325562},{"id":"https://openalex.org/C54355233","wikidata":"https://www.wikidata.org/wiki/Q7162","display_name":"Genetics","level":1,"score":0.0},{"id":"https://openalex.org/C112698675","wikidata":"https://www.wikidata.org/wiki/Q37038","display_name":"Advertising","level":1,"score":0.0},{"id":"https://openalex.org/C121608353","wikidata":"https://www.wikidata.org/wiki/Q12078","display_name":"Cancer","level":2,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/s1062-9769(96)90021-6","doi":"https://doi.org/10.1016/s1062-9769(96)90021-6","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s1062-9769(96)90021-6","pdf_url":null,"source":{"id":"https://openalex.org/S125273398","display_name":"The Quarterly Review of Economics and Finance","issn_l":"1062-9769","issn":["1062-9769","1878-4259"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Quarterly Review of Economics and Finance","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:quaeco:v:36:y:1996:i:3:p:365-375","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S1062-9769(96)90021-6","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":22,"referenced_works":["https://openalex.org/W1566112387","https://openalex.org/W1967872601","https://openalex.org/W1995834279","https://openalex.org/W2029056003","https://openalex.org/W2039873584","https://openalex.org/W2062658155","https://openalex.org/W2071375403","https://openalex.org/W2083148578","https://openalex.org/W2088427109","https://openalex.org/W2096865524","https://openalex.org/W2104505737","https://openalex.org/W2104795328","https://openalex.org/W2104964789","https://openalex.org/W2116347131","https://openalex.org/W2128043116","https://openalex.org/W2165173008","https://openalex.org/W2166215547","https://openalex.org/W2173913116","https://openalex.org/W2280131726","https://openalex.org/W4239488419","https://openalex.org/W4241725939","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W2128043116","https://openalex.org/W2306893551","https://openalex.org/W1566112387","https://openalex.org/W2104505737","https://openalex.org/W3125194958","https://openalex.org/W2071375403","https://openalex.org/W2055323261","https://openalex.org/W1995409889","https://openalex.org/W2096865524","https://openalex.org/W2901843238"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":1},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":2}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}
