Markowitz efficiency and size effect: evidence from the UK stock market
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11156-013-0390-8.pdf
Reference57 articles.
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3. Andrikopoulos P, Daynes A, Latimer D, Pagas P (2008) Size effect, methodological issues and ‘risk-to-default’: evidence from the UK stock market. Eur J Finance 14:299–314
4. Angelidis T, Tessaromatis N (2008) Idiosyncratic volatility and equity returns: UK evidence. Int Rev Financ Anal 17:539–556
5. Bali TG, Cakici N, Yan X, Zhang Z (2005) Does idiosyncratic risk really matter? J Financ 60:905–929
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