The size effect reversal in the USA-Reference-Cited by-同舟云学术

The size effect reversal in the USA

Published:2005-11-15 Issue:17 Volume:15 Page:1189-1197
ISSN:0960-3107
Container-title:Applied Financial Economics
language:en
Short-container-title:Applied Financial Economics

Author:

Al-Rjoub Samer A. M.¹,Varela Oscar²,Kabir Hassan M.²³

Affiliation:

1. a Department of Banking and Finance , Hashemite University , Zarqa, 13133, Jordan

2. b Department of Economics and Finance , University of New Orleans , New Orleans, LA 70148, USA

3. c Department of Finance , Drexel University , Philadelphia, PA 19104, USA

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/09603100500359542

Reference23 articles.

1. The relationship between return and market value of common stocks

2. Black , F and Scholes , M . 1973. “The behavior of security returns around ex-dividend days, unpublished manuscript”. Chicago, IL: University of Chicago.

3. An intertemporal asset pricing model with stochastic consumption and investment opportunities

4. New evidence on the nature of size-related anomalies in stock prices

5. The Econometrics of Financial Markets

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