Andrikopoulos, Panagiotis; Daynes, Arief; Latimer, David; … - In: The European Journal of Finance 14 (2008) 4, pp. 299-314
This paper re-examines the small firm premium in the UK from December 1987 to December 2004 using a new survivorship bias-free and look-ahead bias-free database of the UK market covering stocks officially listed in the UK during this period. Prior research (Dimson, E., and P.R. Marsh. 1987. The...
