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An analysis of anomaly sensitivity to market conditions using linear and nonlinear techniques
Krueger, Thomas M. - In: Quarterly journal of business and economics : QJBE 30 (1991) 2, pp. 3-27
Persistent link: https://www.econbiz.de/10001137751
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A reexamination of firm size, book-to-market, and earnings price in the cross-section of expected stock returns
Kim, Dongcheol - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 4, pp. 463-489
Persistent link: https://www.econbiz.de/10001234460
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The premium for default risk in stock returns
Shumway, Tyler - 1996
Persistent link: https://www.econbiz.de/10000972133
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Risk aversion, market segmentation, and the firm size effect : some empirical evidence
Chen, Carl R.; Lin, James Wuh - In: Advances in investment analysis and portfolio … 5 (1998), pp. 235-252
Persistent link: https://www.econbiz.de/10001404523
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Macroeconomic factors and the asymmetric predictability of conditional variances
Hasan, Iftekhar - In: European financial management : the journal of the … 4 (1998) 2, pp. 207-230
Persistent link: https://www.econbiz.de/10001245491
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"Firm size matters : industry sector, firm age and volatility do too in determining which publicly-listed US firms pay a dividend"
Brawn, Derek A.; Šević, Aleksandar - In: International review of financial analysis 58 (2018), pp. 132-152
Persistent link: https://www.econbiz.de/10012006426
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Increases in the systematic risk of large firms
Daves, Phillip R. (contributor) - In: American business review 18 (2000) 2, pp. 62-74
Persistent link: https://www.econbiz.de/10001523513
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Firm size, book-to-market ratio and the macroeconomic environment : theory and test
Mossman, Charles E.; Rakhmayil, Sergiy - In: Applied economics 43 (2011) 19/21, pp. 2417-2431
Persistent link: https://www.econbiz.de/10009379723
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Growth in Average Firm Size of U.S. Industrial Portfolios and the Cross-Section of Expected Returns
Grobys, Klaus - 2018
This paper shows that growth in average firm size in U.S. industrial portfolios predicts future growth in average firm size. Moreover, the payoffs of industrial portfolios sorted by growth in average firm size in the previous period increase linearly as we move from lowest to highest growth in...
Persistent link: https://www.econbiz.de/10012920614
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Estimating exchange rate exposures : some "weighty" issues
Bodnar, Gordon M.; Wong, M. H. Franco - 2000
Persistent link: https://www.econbiz.de/10001448504