Size and stock returns, and other empirical regularities
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- Stefano Ciliberti & Emmanuel S\'eri\'e & Guillaume Simon & Yves Lemp\'eri\`ere & Jean-Philippe Bouchaud, 2017. "The "Size Premium" in Equity Markets: Where is the Risk?," Papers 1708.00644, arXiv.org, revised Aug 2017.
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- repec:ibn:ijefaa:v:9:y:2017:i:4:p:225-252 is not listed on IDEAS
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- Blocher, Jesse & Reed, Adam V. & Van Wesep, Edward D., 2013. "Connecting two markets: An equilibrium framework for shorts, longs, and stock loans," Journal of Financial Economics, Elsevier, vol. 108(2), pages 302-322.
- Werner F. M. De Bondt & Richard H. Thaler, 1994. "Financial Decision-Making in Markets and Firms: A Behavioral Perspective," NBER Working Papers 4777, National Bureau of Economic Research, Inc.
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