A Spline Analysis of the Small Firm Effect: Does Size Really Matter

N.E. Savin (), T. Loughran and J.L.J. Horowitz ()
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N.E. Savin: University of Iowa
J.L.J. Horowitz: University of Iowa

Working Papers from University of Iowa, Department of Economics

Abstract: In this paper we investigate the relation between expected return and firm size. Starting with the pionnering work of Banz (1981) and Reinganum (1981), this area has been one of the most researched topics in finance over the last 15 years.

Keywords: REGRESSION ANALYSIS; ENTREPRISES; FINANCIAL MARKET (search for similar items in EconPapers)
JEL-codes: D20 D21 D24 (search for similar items in EconPapers)
Pages: 23 pages
Date: 1996
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Persistent link: https://EconPapers.repec.org/RePEc:uia:iowaec:96-09

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