메뉴 건너뛰기




Volumn 7, Issue 2, 2000, Pages 143-153

Three analyses of the firm size premium

Author keywords

Asset pricing; G12; G14; Size premia; Spline regressions

Indexed keywords


EID: 0037788675     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(00)00008-6     Document Type: Article
Times cited : (90)

References (21)
  • 1
    • 0010023511 scopus 로고
    • The relationship between return and market value of common stocks
    • Banz R.W. The relationship between return and market value of common stocks. Journal of Financial Economics. 9:1981;3-18.
    • (1981) Journal of Financial Economics , vol.9 , pp. 3-18
    • Banz, R.W.1
  • 2
    • 48549108822 scopus 로고
    • Differential information and the small firm effect
    • Barry C.B., Brown S.J. Differential information and the small firm effect. Journal of Financial Economics. 13:1984;283-294.
    • (1984) Journal of Financial Economics , vol.13 , pp. 283-294
    • Barry, C.B.1    Brown, S.J.2
  • 3
    • 21844509410 scopus 로고
    • A critique of size-related anomalies
    • Berk J.R. A critique of size-related anomalies. Review of Financial Studies. 8:1995;275-286.
    • (1995) Review of Financial Studies , vol.8 , pp. 275-286
    • Berk, J.R.1
  • 4
    • 0010964515 scopus 로고
    • New evidence on the nature of size-related anomalies in stock prices
    • Brown P., Kleidon A., Marsh T. New evidence on the nature of size-related anomalies in stock prices. Journal of Financial Economics. 12:1983;33-56.
    • (1983) Journal of Financial Economics , vol.12 , pp. 33-56
    • Brown, P.1    Kleidon, A.2    Marsh, T.3
  • 7
    • 84977737676 scopus 로고
    • The cross-section of expected stock returns
    • Fama E.F., French K.R. The cross-section of expected stock returns. Journal of Finance. 47:1992;427-465.
    • (1992) Journal of Finance , vol.47 , pp. 427-465
    • Fama, E.F.1    French, K.R.2
  • 8
    • 38549147867 scopus 로고
    • Common risk factors in the returns on stocks and bonds
    • Fama E.F., French K.R. Common risk factors in the returns on stocks and bonds. Journal of Financial Economics. 33:1993;3-56.
    • (1993) Journal of Financial Economics , vol.33 , pp. 3-56
    • Fama, E.F.1    French, K.R.2
  • 9
    • 0000928969 scopus 로고
    • Risk return and equilibrium: Empirical tests
    • Fama E.F., MacBeth J. Risk return and equilibrium: empirical tests. Journal of Political Economy. 81:1973;607-636.
    • (1973) Journal of Political Economy , vol.81 , pp. 607-636
    • Fama, E.F.1    MacBeth, J.2
  • 13
    • 48749147730 scopus 로고
    • Size related anomalies and stock return seasonality: Empirical evidence
    • Keim D.B. Size related anomalies and stock return seasonality: empirical evidence. Journal of Financial Economics. 12:1983;13-32.
    • (1983) Journal of Financial Economics , vol.12 , pp. 13-32
    • Keim, D.B.1
  • 14
    • 1342343771 scopus 로고
    • Trading patterns, bid-ask spreads, and estimated security returns
    • Keim D.B. Trading patterns, bid-ask spreads, and estimated security returns. Journal of Financial Economics. 25:1989;75-97.
    • (1989) Journal of Financial Economics , vol.25 , pp. 75-97
    • Keim, D.B.1
  • 15
    • 84993888629 scopus 로고
    • Another look at the cross-section of expected stock returns
    • Kothari S.P., Shanken J., Sloan R.G. Another look at the cross-section of expected stock returns. Journal of Finance. 50:1995;185-224.
    • (1995) Journal of Finance , vol.50 , pp. 185-224
    • Kothari, S.P.1    Shanken, J.2    Sloan, R.G.3
  • 17
    • 34248494199 scopus 로고
    • Misspecification of capital asset pricing: Empirical anomalies based on earnings' yields and market values
    • Reinganum M.R. Misspecification of capital asset pricing: empirical anomalies based on earnings' yields and market values. Journal of Financial Economics. 9:1981;19-46.
    • (1981) Journal of Financial Economics , vol.9 , pp. 19-46
    • Reinganum, M.R.1
  • 18
    • 48749146127 scopus 로고
    • The anomalous stock market behavior of small firms in January: Some empirical tests for the tax-loss selling effects
    • Reinganum M.R. The anomalous stock market behavior of small firms in January: some empirical tests for the tax-loss selling effects. Journal of Financial Economics. 12:1983;89-104.
    • (1983) Journal of Financial Economics , vol.12 , pp. 89-104
    • Reinganum, M.R.1
  • 19
    • 48749148920 scopus 로고
    • Transaction costs and the small firm effect: A comment
    • Schultz P. Transaction costs and the small firm effect: a comment. Journal of Financial Economics. 12:1983;81-88.
    • (1983) Journal of Financial Economics , vol.12 , pp. 81-88
    • Schultz, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.