Small Firm and Value Effects in the Canadian Stock Market
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References listed on IDEAS
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" Why Does Stock Market Volatility Change over Time?,"
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- French, Kenneth R. & Schwert, G. William & Stambaugh, Robert F., 1987. "Expected stock returns and volatility," Journal of Financial Economics, Elsevier, vol. 19(1), pages 3-29, September.
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- Allen B. Atkins & Edward A. Dyl, 1997. "Market Structure And Reported Trading Volume: Nasdaq Versus The Nyse," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 20(3), pages 291-304, September.
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- MacDonald, John A & Shawky, Hany A, 1995. "On Estimating Stock Market Volatility: An Exploratory Approach," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 18(4), pages 449-463, Winter.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- L'Her, Jean-Francois & Masmoudi, Tarek & Suret, Jean-Marc, 2004. "Evidence to support the four-factor pricing model from the Canadian stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(4), pages 313-328, October.
- Chaoshin Chiao & Weifeng Hung & Chun Yao, 2010. "The Absence Of The Book-To-Market Effect In The Taiwan Stock Market: A Decomposition Approach," The Japanese Economic Review, Japanese Economic Association, vol. 61(2), pages 289-299.
- repec:spr:infosf:v:5:y:2003:i:3:d:10.1023_a:1025649311259 is not listed on IDEAS
- Brailsford, Tim & Gaunt, Clive & O'Brien, Michael A., 2012. "The investment value of the value premium," Pacific-Basin Finance Journal, Elsevier, vol. 20(3), pages 416-437.
- Rochon, Mathieu & Desrosiers, Stéphanie & L’Her, Jean-François, 2004. "Révision à la baisse de la prime sur les actions au Canada," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(1), pages 137-170, Mars.
- De Moor, Lieven & Sercu, Piet, 2013. "The smallest firm effect: An international study," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 129-155.
- Hung, Weifeng & Chiao, Chaoshin & Liao, Tung Liang & Huang, Sheng-Tang, 2012. "R&D, risks and overreaction in a market with the absence of the book-to-market effect," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 11-24.
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