Juhani Linnainmaa is at University of Chicago Booth School of Business. I thank Alan Bester, John Cochrane, Phil English, Gene Fama, Andrea Frazzini, Bobbie Goettler, Mark Grinblatt, John Heaton, Markku Kaustia, Bryan Kelly, Matti Keloharju, Ralph Koijen, Annette Larson (Morningstar), Robin Lumsdaine, Toby Moskowitz, Robert Novy-Marx, Ľuboš Pástor, Antti Petäjistö, Alexi Savov, Clemens Sialm (NBER discussant), Rob Stambaugh, Matt Taddy, Luke Taylor, Pietro Veronesi, Z. Jay Wang (WFA discussant), and Russ Wermers for helpful discussions. I also thank seminar and conference participants at the University of Chicago, the Norwegian School of Economics and Business Administration (Bergen), American University, BI Norwegian School of Management (Oslo), Copenhagen Business School, Aalto University (Helsinki), the University of Texas at Austin, the University of Illinois at Chicago, the University of Missouri, the NBER Asset Pricing working group conference (Winter 2010), and the 2010 Western Finance Association meetings for comments on earlier drafts. Finally, I am especially grateful for the comments of an anonymous referee, an Associate Editor, and the Editor, Campbell Harvey.
Reverse Survivorship Bias
Version of Record online: 20 MAY 2013
© 2013 the American Finance Association
The Journal of Finance
Volume 68, Issue 3, pages 789–813, June 2013
How to Cite
LINNAINMAA, J. T. (2013), Reverse Survivorship Bias. The Journal of Finance, 68: 789–813. doi: 10.1111/jofi.12030
- Issue online: 20 MAY 2013
- Version of Record online: 20 MAY 2013
- Accepted manuscript online: 7 FEB 2013 12:00AM EST
- Manuscript Accepted: 28 FEB 2012
- Manuscript Received: 9 MAY 2011
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