On The Impact Of Firm Size On Risk And Return: Fresh Evidence From The American Stock Market Over The Recent Years

Anissa Chaibi, Sabrina Alioui and Bing Xiao

No 2014-230, Working Papers from Department of Research, Ipag Business School

Abstract: According to the size effect, small cap securities generally generate greater returns than those of large cap securities. Recent studies have however suggested that for certain periods, size cannot be considered as a relevant explanatory variable, and t

Keywords: Stock markets; size effect; efficiency. (search for similar items in EconPapers)
Pages: 12 pages
Date: 2014-01-01
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Citations: View citations in EconPapers (8)

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