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A Direct Test of Roll's Conjecture on the Firm Size Effect
Home
Publications
A Direct Test of Roll's Conjecture on the Firm Size Effect
A Direct Test of Roll's Conjecture on the Firm Size Effect
MR
Marc R. Reinganum
Marc R. Reinganum
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1 March 1982
journal article
Published by
JSTOR
in
The Journal of Finance
Vol. 37
(1)
,
27-35
https://doi.org/10.2307/2327115
Abstract
No abstract available
Keywords
ROLL'S CONJECTURE
CONJECTURED
FIRM SIZE EFFECT
DIRECT TEST
BIAS
SMALL FIRMS
EFFECT EMPIRICAL
SECURITY
Cited by 36 articles