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The Smallest Firm Effect: An International Study · Study

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ArticleThe Smallest Firm Effect: An International Study

Lieven De Moor2011

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Articlegreen2011

The Smallest Firm Effect: An International Study

Lieven De Moor · Piet M. F. A. Sercu

79 citations·0/0 files stored·Journal of International Money and Finance

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Analysis and Corporate Governance

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References

1993Common risk factors in the returns on stocks and bonds 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1997On Persistence in Mutual Fund Performance 1992The Cross-Section of Expected Stock Returns 1973Risk, Return, and Equilibrium: Empirical Tests 2002Illiquidity and stock returns: cross-section and time-series effects 1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets 1976The arbitrage theory of capital asset pricing

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2021Factors and risk premia in individual international stock returns 2019Common risk factors in international stock markets 2022Machine Learning Goes Global: Cross-Sectional Return Predictability in International Stock Markets 2015Country selection strategies based on value, size and momentum 2019Can investor sentiment predict the size premium?2016Investor sentiment, limits on arbitrage, and the performance of cross-country stock market anomalies

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Year2011

Typearticle

Published2011-01-01

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations79

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jimonfin.2012.04.002

openalex_workW2085085683

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2015Is there a low-risk anomaly across countries?

2015Explaining Size Effect for Indian Stock Market