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A Spline Analysis of the Small Firm Effect: Does Size Really Matter

Author

Listed:
  • 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.

Suggested Citation

  • Savin, N.E. & Loughran, T. & Horowitz, J.L.J., 1996. "A Spline Analysis of the Small Firm Effect: Does Size Really Matter," Working Papers 96-09, University of Iowa, Department of Economics.
  • Handle: RePEc:uia:iowaec:96-09
    as

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    More about this item

    Keywords

    REGRESSION ANALYSIS; ENTREPRISES; FINANCIAL MARKET;
    All these keywords.

    JEL classification:

    • D20 - Microeconomics - - Production and Organizations - - - General
    • D21 - Microeconomics - - Production and Organizations - - - Firm Behavior: Theory
    • D24 - Microeconomics - - Production and Organizations - - - Production; Cost; Capital; Capital, Total Factor, and Multifactor Productivity; Capacity

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