Three analyses of the firm size premium
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Empirical Finance.
Volume (Year): 7 (2000)
Issue (Month): 2 (August)
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Web page: http://www.elsevier.com/locate/jempfin
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- Fama, Eugene F & French, Kenneth R, 1992. " The Cross-Section of Expected Stock Returns," Journal of Finance, American Finance Association, vol. 47(2), pages 427-65, June.
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- Schultz, Paul, 1983. "Transaction costs and the small firm effect : A comment," Journal of Financial Economics, Elsevier, vol. 12(1), pages 81-88, June.
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- Brown, Philip & Kleidon, Allan W. & Marsh, Terry A., 1983. "New evidence on the nature of size-related anomalies in stock prices," Journal of Financial Economics, Elsevier, vol. 12(1), pages 33-56, June.
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- Keim, Donald B., 1983. "Size-related anomalies and stock return seasonality : Further empirical evidence," Journal of Financial Economics, Elsevier, vol. 12(1), pages 13-32, June.
- van Dijk, Mathijs A., 2011. "Is size dead? A review of the size effect in equity returns," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3263-3274.
- Switzer, Lorne N., 2010. "The behaviour of small cap vs. large cap stocks in recessions and recoveries: Empirical evidence for the United States and Canada," The North American Journal of Economics and Finance, Elsevier, vol. 21(3), pages 332-346, December.
- Chen, Mei-ping & Lee, Chien-Chiang & Hsu, Yi-Chung, 2011.
"The impact of American depositary receipts on the Japanese index: Do industry effect and size effect matter?,"
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- Chen, Mei-ping & Lee, Chien-Chiang & Hsu, Yi-Chung, 2011. "The impact of American depositary receipts on the Japanese index: Do industry effect and size effect matter?," Economic Modelling, Elsevier, vol. 28(1-2), pages 526-539, January.
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- Pin-Huang Chou & Robin Chou & Kuan-Cheng Ko, 2009. "Prospect theory and the risk-return paradox: some recent evidence," Review of Quantitative Finance and Accounting, Springer, vol. 33(3), pages 193-208, October.
- Robert Faff, 2004. "A simple test of the Fama and French model using daily data: Australian evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 14(2), pages 83-92.
- Van Uytbergen, Steve, 2002. "Empirical research on the efficient stock markets hypothesis: the state of affairs," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/383461, Katholieke Universiteit Leuven.
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