Savin, N.E. () (University of Iowa) Loughran, T. Horowitz, J.L.J. () (University of Iowa)
Abstract
In this paper we investigate the relation between expected return and firm size. Starting with the pionnering work of Banz (1981) and Reinganum (1981), this area has been one of the most researched topics in finance over the last 15 years.
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Publisher Info
Paper provided by University of Iowa, Department of Economics in its series Working Papers with number
96-09.
Length: 23 pages Date of creation: 1996 Date of revision: Handle: RePEc:uia:iowaec:96-09
Contact details of provider: Postal: University of Iowa, Department of Economics, Henry B. Tippie College of Business, Iowa City, Iowa 52242 Phone: (319) 335-0829 Fax: (319) 335-1956 Web page: http://tippie.uiowa.edu/economics/ More information through EDIRC
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Find related papers by JEL classification: D20 - Microeconomics - - Production and Organizations - - - General D21 - Microeconomics - - Production and Organizations - - - Firm Behavior D24 - Microeconomics - - Production and Organizations - - - Production; Capital and Total Factor Productivity; Capacity