Transaction costs and the small firm effect : A comment
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Economics.
Volume (Year): 12 (1983)
Issue (Month): 1 (June)
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Web page: http://www.elsevier.com/locate/inca/505576
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- Horowitz, Joel L. & Loughran, Tim & Savin, N. E., 2000. "Three analyses of the firm size premium," Journal of Empirical Finance, Elsevier, vol. 7(2), pages 143-153, August.
- Dickgiesser, Sebastian & Kaserer, Christoph, 2008.
"Market efficiency reloaded: why insider trades do not reveal exploitable information,"
CEFS Working Paper Series
2008-04, Center for Entrepreneurial and Financial Studies (CEFS), Technische Universität München.
- Sebastian Dickgiesser & Christoph Kaserer, 2010. "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, Verein für Socialpolitik, vol. 11, pages 302-335, 08.
- Wessel Marquering & Marno Verbeek, 1998.
"An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence,"
Center for Economic Studies - Discussion papers
ces9824, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
- Marquering, Wessel & Verbeek, Marno, 1999. "An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence," Journal of Empirical Finance, Elsevier, vol. 6(3), pages 243-265, September.
- 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.
- Hillier, David & Marshall, Andrew, 2002. "Insider trading, tax-loss selling, and the turn-of-the-year effect," International Review of Financial Analysis, Elsevier, vol. 11(1), pages 73-84.
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