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New evidence on the nature of size-related anomalies in stock prices

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References

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1983Size-related anomalies and stock return seasonality1,800 cited
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1976The option pricing model and the risk factor of stock1,239 cited
1977Foundations of Finance.1,128 cited
1974The effects of dividend yield and dividend policy on common stock prices and returns1,002 cited
1978Anomalies in relationships between securities' yields and yield-surrogates750 cited
1973Studies in the Theory of Capital Markets.737 cited

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1981A Possible Explanation of the Small Firm Effect432 cited

Cited by

1992The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid-Ask Bias328 cited
1983Stock Return Seasonalities and the Tax-Loss Selling Hypothesis: Analysis of the Arguments and Australian Evidence319 cited
1984Risk and return317 cited
2011Is size dead? A review of the size effect in equity returns302 cited
1986Event study methodologies and the size effect293 cited
20118. Data-Snooping Biases in Tests of Financial Asset Pricing Models279 cited
1983Stock return seasonalities and the tax-loss selling hypothesis259 cited
1983Size and stock returns, and other empirical regularities258 cited
1985Seasonal and Size Anomalies in the Japanese Stock Market256 cited
1988An Unconditional Asset-Pricing Test and the Role of Firm Size as an Instrumental Variable for Risk246 cited
1989The relation between the return interval and betas234 cited
1985Dividend yields and stock returns: Implications of abnormal January returns195 cited
1989Data-Snooping Biases in Tests of Financial Asset Pricing Models189 cited
1989Stock market anomalies174 cited
1984The Turn-of-the-Year in Canada169 cited
2000Three analyses of the firm size premium167 cited