A comparison of industry classification schemes: A large sample study

被引：23

作者：

Hrazdil, Karel ^{[1
]}

Trottier, Kim ^{[1
]}

Zhang, Ray ^{[1
]}

机构：

[1] Simon Fraser Univ, Burnaby, BC V5A 1S6, Canada

来源：

ECONOMICS LETTERS | 2013年 / 118卷 / 01期

关键词：

Industry classification; Homogeneity; Performance; GICS;

D O I：

10.1016/j.econlet.2012.09.022

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

In a large sample setting, we compare four broadly available industry classification schemes in their effectiveness to group stocks with similar operating characteristics. We demonstrate the advantage of the Global Industry Classification Scheme to be consistent across different application schemes common to capital market research and across different groups of firms. (C) 2012 Elsevier B.V. All rights reserved.

引用

页码：77 / 80

页数：4

共 8 条

[1] What's my line? A comparison of industry classification schemes for capital market research [J].