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Evidence of mispricing for south african listed r&d firms contributed by accounting conservatism... We found no evidence of any positive association between the returns and investment levels, but rather found evidence of the glamour stock phenomenon in highly intensive research and development firms.Research...
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Good news for value stocks: further evidence on market efficiency... We study stock price reactions around earnings announcements for value and glamour stock over a 5 year period after portfolio formation....
The predictability of aggregate stock market returns: evidence based on glamour stocksWe find that annual excess returns on the stock market index are negatively related to the returns of glamour stocks in the previous 36-month period....

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