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Portfolio Performance In Relation To Quality, Earnings, Dividends, Firm Size, Leverage, And Return On Equity

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  • Frederick L. Muller
  • Bruce D. Fielitz
  • Myron T. Greene

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Suggested Citation

  • Frederick L. Muller & Bruce D. Fielitz & Myron T. Greene, 1984. "Portfolio Performance In Relation To Quality, Earnings, Dividends, Firm Size, Leverage, And Return On Equity," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(1), pages 17-26, March.
    • Handle: RePEc:bla:jfnres:v:7:y:1984:i:1:p:17-26
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1984.tb00350.x
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    References listed on IDEAS

    as
    1. Elton, Edwin J & Gruber, Martin J, 1977. "Risk Reduction and Portfolio Size: An Analytical Solution," The Journal of Business, University of Chicago Press, vol. 50(4), pages 415-437, October.
    2. Roll, Richard, 1977. "A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory," Journal of Financial Economics, Elsevier, vol. 4(2), pages 129-176, March.
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    Cited by:

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    2. Thomas H. McInish & Robert A. Wood, 1985. "A New Approach To Controlling For Thin Trading," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(1), pages 69-76, March.
    3. Ahmed, Huson Joher Ali & Azad, A.S.M. Sohel & Poon, Wai Ching & Safiullah, Md, 2023. "Is there a CSI-leverage nexus?," International Review of Financial Analysis, Elsevier, vol. 89(C).

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