Is size dead? A review of the size effect in equity returns

Journal of Banking and Finance

Volumn 35, Issue 12, 2011, Pages 3263-3274

  van Dijk, Mathijs A ^a  

^a ERASMUS UNIVERSITY   (Netherlands)

Author keywords

Anomalies; CAPM; Cross section of equity returns; Size effect

Indexed keywords

EID: 80053386672     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2011.05.009     Document Type: Article

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