Market states and the risk-based explanation of the size premium
Year of publication: |
2014
|
---|---|
Authors: | Hur, Jungshik ; Pettengill, Glenn N. ; Vivek Singh |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 28.2014, p. 139-150
|
Subject: | Size premium | Market states | Size effect | Betriebsgröße | Firm size | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income |
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