DIFFERENTIAL INFORMATION AND THE SMALL FIRM EFFECT

被引:217
作者
BARRY, CB
BROWN, SJ
机构
[1] YALE UNIV,NEW HAVEN,CT 06520
[2] BELL COMMUN RES,MURRAY HILL,NJ 07974
关键词
D O I
10.1016/0304-405X(84)90026-6
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:283 / 294
页数:12
相关论文
共 27 条
[1]  
Arbel A., 1982, FINANCIAL REV, V17, P201, DOI [10.1111/j.1540-6288.1982.tb00504.x, DOI 10.1111/J.1540-6288.1982.TB00504.X]
[2]  
ATIASE RK, 1982, UNPUB PREDISCLOSURE
[4]  
BARRY C, 1983, DIFFERENTIAL INFORMA
[6]  
Bawa VS, 1979, ESTIMATION RISK OPTI
[7]   STOCK RETURN SEASONALITIES AND THE TAX-LOSS SELLING HYPOTHESIS - ANALYSIS OF THE ARGUMENTS AND AUSTRALIAN EVIDENCE [J].
BROWN, P ;
KEIM, DB ;
KLEIDON, AW ;
MARSH, TA .
JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (01) :105-127
[8]   NEW EVIDENCE ON THE NATURE OF SIZE-RELATED ANOMALIES IN STOCK-PRICES [J].
BROWN, P ;
KLEIDON, AW ;
MARSH, TA .
JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (01) :33-56
[9]   MEASURING SECURITY PRICE PERFORMANCE [J].
BROWN, SJ ;
WARNER, JB .
JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (03) :205-258