Effect of Liquidity on Size Premium and its Implications for Financial Valuations

Author:

Torchio Frank,Surana Sunita

Publisher

Walter de Gruyter GmbH

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting,Business and International Management

Reference66 articles.

1. Firm Value and Marketability Discounts;Bajaj;The Journal of Corporation Law,2001

2. Estimates of Small-Stock Betas Are Much Too Low;Ibbotson;Journal of Portfolio Management,1997

3. The Size Effect Reversal in the USA;Al-Rjoub;Applied Financial Economics,2005

4. Trading Volume: NASDAQ and the NYSE;Anderson;Financial Analysts Journal,2007

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