Gharghori, Philip; Lee, Ronald; Veeraraghavan, Madhu - In: Accounting and Finance 49 (2009) 3, pp. 555-576
Prior research has identified the existence of several cross-sectional patterns in equity returns, commonly referred to as effects. This paper tests for the existence of a number of well-known effects using data from the Australian equities market. Specifically, we investigate the size effect,...