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Volumn 25, Issue 1, 2002, Pages 111-124

The firm size effect and the economic cycle

Author keywords

JEL Classifications: G12, E32

Indexed keywords


EID: 29144458397     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/1475-6803.00007     Document Type: Article
Times cited : (49)

References (13)
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  • 2
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  • 3
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    • An unconditional asset-pricing test and the role of firm size as an instrumental variable for risk
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    • Chan, K.1    Chen, N.2
  • 4
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    • An exploratory investigation of the firm size effect
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  • 6
    • 0000928969 scopus 로고
    • Risk, return and equilibrium: Empirical tests
    • Fama, E. and J. MacBeth, 1973, Risk, return and equilibrium: Empirical tests, Journal of Political Economy 81, 607–36.DOI: 10.1086/260061
    • (1973) Journal of Political Economy , vol.81 , pp. 607-636
    • Fama, E.1    MacBeth, J.2
  • 8
    • 0000486548 scopus 로고
    • The performance of mutual funds in the period 1954–64
    • Jensen, M. C., 1968, The performance of mutual funds in the period 1954–64, Journal of Finance 23, 389–416.
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  • 9
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  • 10
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    • Business cycles and the pre-holiday effect in stock returns
    • Liano, K. and L. R. White, 1994, Business cycles and the pre-holiday effect in stock returns, Applied Financial Economics 4, 171–74.
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    • Liano, K.1    White, L.R.2
  • 11
    • 34248494199 scopus 로고
    • Misspecification of capital asset pricing: Empirical anomalies based on earnings yields and market value
    • Reinganum, M., 1981, Misspecification of capital asset pricing: Empirical anomalies based on earnings yields and market value, Journal of Financial Economics 9, 19–46.DOI: 10.1016/0304-405X(81)90019-2
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    • Reinganum, M.1
  • 13
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    • Siegel, J.1


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