Size Effect

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  1. BERK, J.B., 1995. A critique of size-related anomalies. Review of Financial Studies. [Cited by 147]
  2. KNEZ, P.J. and M.J. READY, 1997. On the robustness of size and book-to-market in crosssectional regressions. Journal of Finance. [Cited by 64]
  3. SHUMWAY, T. and V.A. WARTHER, 1999. The Delisting Bias in CRSP's Nasdaq Data and Its Implications for the Size Effect. The Journal of Finance. [Cited by 45]
  4. JEGADEESH, N., 1992. Does market risk really explain the size effect. Journal of Financial and Quantitative Analysis. [Cited by 26]
  5. CHUI, A.C.W. and K.C.J. WEI, 1998. Book-to-market, firm size, and the turn-of-the-year effect: Evidence from Pacific-Basin emerging …. Pacific-Basin Finance Journal. [Cited by 17]
  6. LAMOUREUX, C.G. and G.C. SANGER, 1989. Firm size and turn-of-the-year effects in the OTC/NASDAQ market. Journal of Finance. [Cited by 12]
  7. WANG, X., 2000. Size effect, book-to-market effect, and survival. Journal of Multinational Financial Management. [Cited by 8]
  8. HERRERA, M.J. and L.J. LOCKWOOD, 1994. The size effect in the Mexican stock market. J. BANKING FINANCE. [Cited by 5]