NEW EVIDENCE ON THE NATURE OF SIZE-RELATED ANOMALIES IN STOCK-PRICES

[1] Anders G., 1982, WALL STREET J, P29

[2] ANSLEY CF, 1980, P AM STATISTICAL ASS

[3] ANSLEY CF, 1979, UNPUB PROGRAM ADAPT

[4] ANOMALIES IN RELATIONSHIPS BETWEEN SECURITIES YIELDS AND YIELD-SURROGATES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (2-3) : 103 - 126

[5] ON SEEMINGLY UNRELATED REGRESSIONS WITH ERROR-COMPONENTS [J]. ECONOMETRICA, 1980, 48 (06) : 1547 - 1551

[6] THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (01) : 3 - 18

[7] BANZ RW, 1979, 29 U CHIC CTR RES SE

[8] INVESTMENT PERFORMANCE OF COMMON-STOCKS IN RELATION TO THEIR PRICE-EARNINGS RATIOS - TEST OF EFFICIENT MARKET HYPOTHESIS [J]. JOURNAL OF FINANCE, 1977, 32 (03) : 663 - 682

[9] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455

[10] Black F., 1974, J FINANC ECON, V1, P1, DOI DOI 10.1016/0304-405X(74)90006-3

[1] Anders G., 1982, WALL STREET J, P29

[2] ANSLEY CF, 1980, P AM STATISTICAL ASS

[3] ANSLEY CF, 1979, UNPUB PROGRAM ADAPT

[4] ANOMALIES IN RELATIONSHIPS BETWEEN SECURITIES YIELDS AND YIELD-SURROGATES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (2-3) : 103 - 126

[5] ON SEEMINGLY UNRELATED REGRESSIONS WITH ERROR-COMPONENTS [J]. ECONOMETRICA, 1980, 48 (06) : 1547 - 1551

[6] THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (01) : 3 - 18

[7] BANZ RW, 1979, 29 U CHIC CTR RES SE

[8] INVESTMENT PERFORMANCE OF COMMON-STOCKS IN RELATION TO THEIR PRICE-EARNINGS RATIOS - TEST OF EFFICIENT MARKET HYPOTHESIS [J]. JOURNAL OF FINANCE, 1977, 32 (03) : 663 - 682

[9] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455

[10] Black F., 1974, J FINANC ECON, V1, P1, DOI DOI 10.1016/0304-405X(74)90006-3