Nothing Special   »   [go: up one dir, main page]
create a website
HOW MANY SMALL FIRMS ARE ENOUGH?. (1984). Chen, K. C. ; Sears, Stephen R..
In: Journal of Financial Research.
RePEc:bla:jfnres:v:7:y:1984:i:4:p:341-349.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 18

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Banz, R. 1981 “The Relationship Between Return and the Market Value of Common Stocks.” Journal of Financial Economics 103 126

  2. Blume, M. Friend, L. 1975 “The Asset Structure of Individual Portfolios and Some Implications for Utility Functions.” Journal of Finance 585 603

  3. Blume, M. Stambaugh, R. 1983 “Biases in Computed Returns: An Application to the Size Effect.” Journal of Financial Economics 387 404

  4. Dimson, E. 1979 “Risk Measurement when Shares are Subject to Infrequent Trading.” Journal of Financial Economics 197 226

  5. Elton, E. Gruber, M. 1977 “Risk Reduction and Portfolio Size: An Analytical Solution.” Journal of Business 415 437

  6. Fowler, D. Rorke, C. 1983 “Risk Measurement when Shares are Subject to Infrequent Trading: Comment.” Journal of Financial Economics 279 284

  7. Levy, H. 1978 “Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio.” American Economic Review 643 658

  8. Lintner, J. 1971 “The Effects of Short Selling, Margin Requirements, and Rising Costs of Debt in Purely Competitive Securities Markets.” Journal of Financial and Quantitative Analysis 1173 1196

  9. Mayshar, J. 1979 “Transaction Costs in a Model of Capital Market Equilibrium.” Journal of Political Economy 673 700

  10. Mayshar, J. 1981 “Transaction Costs and the Pricing of Assets.” Journal of Finance 583 597

  11. Mood, 1974. Introduction to the Theory of Statistics
    Paper not yet in RePEc: Add citation now
  12. Reinganum, M. 1981a “Misspecification of Capital Asset Pricing: Empirical Anomalies Based on Earnings' Yields and Market Values.” Journal of Financial Economics 19 46
    Paper not yet in RePEc: Add citation now
  13. Reinganum, M. 1981b “Abnormal Returns in Small Firm Portfolios.” Financial Analysts Journal 52 56
    Paper not yet in RePEc: Add citation now
  14. Reinganum, M. 1983 “Portfolio Strategies for Small Caps versus Large.” Journal of Portfolio Management 29 36
    Paper not yet in RePEc: Add citation now

  15. Roll, R. 1981 “A Possible Explanation of the Small Firm Effect.” Journal of Finance 879 888

  16. Roll, R. 1983 “On Computing Mean Returns and the Small Firm Premium.” Journal of Financial Economics 371 386

  17. Scholes, M. Williams, J. 1977 “Estimating Betas from Non-Synchronous Data.” Journal of Financial Economics 309 327

  18. Williams, J. 1977 “Capital Asset Prices with Heterogeneous Beliefs.” Journal of Financial Economics 219 240

Cocites

Documents in RePEc which have cited the same bibliography

  1. The value of audit qualifications in China. (2010). Czernkowski, Robert ; Wang, YI ; Green, Wendy .
    In: Managerial Auditing Journal.
    RePEc:eme:majpps:v:25:y:2010:i:5:p:404-426.

    Full description at Econpapers || Download paper

  2. Why Do REITs Repurchase Stock? Extricating the Effect of Managerial Signaling in Open Market Share Repurchase Announcements. (2006). Holmes, Andrew ; Brau, James C..
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:28:n:1:2006:p:1-24.

    Full description at Econpapers || Download paper

  3. Time Varying Sensitivities on a GRID architecture. (2005). d'Addona, Stefano ; Ciprian, Mattia.
    In: Finance.
    RePEc:wpa:wuwpfi:0511007.

    Full description at Econpapers || Download paper

  4. Concurrent capital expenditure and the stock market reaction to corporate alliance announcements. (2005). Burton, Bruce.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:10:p:715-729.

    Full description at Econpapers || Download paper

  5. CAPM Over the Long Run: 1926-2001. (2005). Ang, Andrew ; Chen, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11903.

    Full description at Econpapers || Download paper

  6. Expected Returns, Yield Spreads, and Asset Pricing Tests. (2005). Zhang, Lu ; Chen, Long ; Campello, Murillo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11323.

    Full description at Econpapers || Download paper

  7. Momentum Profits in Alternative Stock Market Structures. (2005). Chelley-Steeley, Patricia ; Siganos, Antonios .
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:63.

    Full description at Econpapers || Download paper

  8. Prospect Theory and the Size and Value Premium Puzzles. (2005). De Giorgi, Enrico ; Post, Thierry ; Hens, Thorsten.
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2005_020.

    Full description at Econpapers || Download paper

  9. Making Prospect Theory Fit for Finance. (2005). De Giorgi, Enrico ; Hens, Thorsten.
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2005_019.

    Full description at Econpapers || Download paper

  10. Size and value anomalies under regime shifts. (2005). Guidolin, Massimo ; Timmerman, Allan.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-007.

    Full description at Econpapers || Download paper

  11. A survey on risk-return analysis. (2004). Galagedera, Don.
    In: Finance.
    RePEc:wpa:wuwpfi:0406010.

    Full description at Econpapers || Download paper

  12. Equity Style Returns and Institutional Investor Flows. (2004). Froot, Kenneth ; Teo, Melvyn.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10355.

    Full description at Econpapers || Download paper

  13. Investment Strategies, Fund Performance and Portfolio Characteristics. (2004). Engstrom, Stefan.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0554.

    Full description at Econpapers || Download paper

  14. Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach. (2004). Karlsson, Sune ; Parmler, Johan.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0524.

    Full description at Econpapers || Download paper

  15. Are calculated betas good for anything?. (2004). Fernandez, Pablo ; natalia, natalia.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0555.

    Full description at Econpapers || Download paper

  16. The explaining role of the Earning-Price Ratio in the Spanish Stock Market. (2003). Gil-Alana, Luis ; DePea, Javier.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0303.

    Full description at Econpapers || Download paper

  17. The stable long-run CAPM and the cross-section of expected returns. (2002). Kim, Jeong-Ryeol .
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4170.

    Full description at Econpapers || Download paper

  18. The long-horizon returns behaviour of the Portuguese stock market1. (2002). Manuel Jose da Rocha Armada, ; Nelson Manuel P. B. C. Areal, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:8:y:2002:i:1:p:93-122.

    Full description at Econpapers || Download paper

  19. What Factors Determine International Real Estate Security Returns?. (2002). Hoesli, Martin ; Hamelink, Foort.
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0007.

    Full description at Econpapers || Download paper

  20. The extreme bounds of the cross-section of expected stock returns. (2002). Durham, J. Benson.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2002-34.

    Full description at Econpapers || Download paper

  21. A quantile regression analysis of the cross section of stock market returns. (2002). Barnes, Michelle ; Hughes, Anthony W..
    In: Working Papers.
    RePEc:fip:fedbwp:02-2.

    Full description at Econpapers || Download paper

  22. Momentum and Turnover: Evidence from the German Stock Market. (2002). Weber, Martin ; Glaser, Markus .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3353.

    Full description at Econpapers || Download paper

  23. Common Risk Factors in Explaining Canadian Equity Returns. (2001). .
    In: Working Papers.
    RePEc:tor:tecipa:berk-00-01.

    Full description at Econpapers || Download paper

  24. Estimation of global systematic risk for securities listed in multiple markets. (2001). Prakash, Arun ; Gauri L. Ghai, Maria E. De Boyrie, Shahid Hamid, A, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:7:y:2001:i:2:p:117-130.

    Full description at Econpapers || Download paper

  25. Corporate Governance Policy and Company Performance: The Case of Portugal. (2001). Mendes, Victor ; Alves, Carlos.
    In: FEP Working Papers.
    RePEc:por:fepwps:112.

    Full description at Econpapers || Download paper

  26. What Drives Firm-Level Stock Returns?. (2001). Vuolteenaho, Tuomo .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8240.

    Full description at Econpapers || Download paper

  27. Some Time Serial Properties of the Swedish Real Estate Stock Market, 1939-1998. (2001). Graflund, Andreas.
    In: Working Papers.
    RePEc:hhs:lunewp:2001_008.

    Full description at Econpapers || Download paper

  28. A cointegration approach to the lead-lag effect among size-sorted equity portfolios. (2001). Kouretas, Georgios ; Kanas, Angelos.
    In: Working Papers.
    RePEc:crt:wpaper:0101.

    Full description at Econpapers || Download paper

  29. News Related to Future GDP Growth as a Risk Factor in Equity Returns. (2001). Vassalou, Maria.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3057.

    Full description at Econpapers || Download paper

  30. Portfolio Choice and Equity Characteristics: Characterizing the Hedging Demands Induced by Return Predictability. (2000). Lynch, Anthony W..
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-073.

    Full description at Econpapers || Download paper

  31. Market Microstructure and Asset Pricing: A Survey. (1999). HEIDLE, HANS GERHARD.
    In: Discussion Papers.
    RePEc:rif:dpaper:691.

    Full description at Econpapers || Download paper

  32. Time-Varying Betas and Asymmetric Effect of News: Empirical Analysis of Blue Chip Stocks. (1999). Engle, Robert ; Cho, Young-Hye.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7330.

    Full description at Econpapers || Download paper

  33. Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics?. (1999). Titman, Sheridan ; K. C. John Wei, ; Daniel, Kent.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7246.

    Full description at Econpapers || Download paper

  34. What Determines Firm Size?. (1999). Zingales, Luigi ; Rajan, Raghuram ; Kumar, Krishna.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7208.

    Full description at Econpapers || Download paper

  35. New Facts in Finance. (1999). Cochrane, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7169.

    Full description at Econpapers || Download paper

  36. Profitability of Momentum Strategies: An Evaluation of Alternative Explanations. (1999). Titman, Sheridan ; Jegadeesh, Narasimhan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7159.

    Full description at Econpapers || Download paper

  37. The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings. (1999). Keim, Donald ; hawawini, gabriel.
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:08-99.

    Full description at Econpapers || Download paper

  38. New facts in finance. (1999). Cochrane, John.
    In: Economic Perspectives.
    RePEc:fip:fedhep:y:1999:i:qiii:p:36-58:n:v.23no.3.

    Full description at Econpapers || Download paper

  39. What Determines Firm Size?. (1999). Zingales, Luigi ; Rajan, Raghuram ; Kumar, Krishna.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2211.

    Full description at Econpapers || Download paper

  40. Can Book-to-Market, Size and Momentum Be Risk Factors That Predict Economic Growth. (1999). Liew, Jimmy ; Vassalou, Maria.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2180.

    Full description at Econpapers || Download paper

  41. Macroeconomic Variables, Firm-Specific Variables and Returns to REITs. (1998). Hsieh, Chengho ; Vines, Timothy W. ; Chen, Su-Jane ; Chiou, Shur-Nuaan.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:16:n:3:1998:p:269-278.

    Full description at Econpapers || Download paper

  42. A Spline Analysis of the Small Firm Effect: Does Size Really Matter?. (1996). Horowitz, Joel ; Savin, N. E. ; Loughran, Tim .
    In: Econometrics.
    RePEc:wpa:wuwpem:9608001.

    Full description at Econpapers || Download paper

  43. Evidence on the Characteristics of Cross Sectional Variation in Stock Returns. (1996). Titman, Sheridan ; Daniel, Kent.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5604.

    Full description at Econpapers || Download paper

  44. The conditional CAPM and the cross-section of expected returns. (1996). Wang, Zhenyu ; Jagannathan, Ravi.
    In: Staff Report.
    RePEc:fip:fedmsr:208.

    Full description at Econpapers || Download paper

  45. The cross-section of stock returns : evidence from emerging markets. (1995). Dasgupta, Susmita ; Claessens, Stijn ; Glen, Jack .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:1505.

    Full description at Econpapers || Download paper

  46. Property Type, Size, and REIT Value. (1995). Capozza, Dennis ; Lee, Sohan.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:10:n:5:1994:p:363-380.

    Full description at Econpapers || Download paper

  47. The CAPM debate. (1995). McGrattan, Ellen ; Jagannathan, Ravi ; Jagnnathan, Ravi.
    In: Quarterly Review.
    RePEc:fip:fedmqr:y:1995:i:fall:p:2-17:n:v.19no.4.

    Full description at Econpapers || Download paper

  48. An Examination of the Small-Firm Effect within the REIT Industry. (1991). Tompkins, Daniel L. ; Liang, Youguo ; McIntosh, Willard.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:6:n:1:1991:p:9-18.

    Full description at Econpapers || Download paper

  49. Data-Snooping Biases in Tests of Financial Asset Pricing Models. (1989). Lo, Andrew ; MacKinlay, Craig A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3001.

    Full description at Econpapers || Download paper

  50. What Determines Firm Size?. (). Zingales, Luigi ; Rajan, Raghuram ; Kumar, Krishna.
    In: CRSP working papers.
    RePEc:wop:chispw:496.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-03-11 17:32:57 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.