Size-related anomalies and stock return seasonality
- 1 June 1983
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 12 (1), 13-32
- https://doi.org/10.1016/0304-405x(83)90025-9
Abstract
No abstract availableKeywords
This publication has 18 references indexed in Scilit:
- New evidence on the nature of size-related anomalies in stock pricesJournal of Financial Economics, 1983
- Transaction costs and the small firm effectJournal of Financial Economics, 1983
- A Direct Test of Roll's Conjecture on the Firm Size EffectThe Journal of Finance, 1982
- A Possible Explanation of the Small Firm EffectThe Journal of Finance, 1981
- Misspecification of capital asset pricingJournal of Financial Economics, 1981
- Day of the Week Effects and Asset ReturnsThe Journal of Business, 1981
- A Tax Loss Trading RuleThe Journal of Business, 1977
- Effects of ARMA Errors on the Significance Tests for Regression CoefficientsJournal of the American Statistical Association, 1976
- Seasonality in Australian capital markets: Market efficiency and empirical issuesJournal of Financial Economics, 1975
- Efficient Capital Markets: A Review of Theory and Empirical WorkThe Journal of Finance, 1970