Transaction Cost and the Small Stock Puzzle: The Impact of Outliers in the NYSE, 1970-2000
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More about this item
KeywordsOutliers; Transaction Costs; Size discount; NYSE; AMEX; NASDAQ;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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