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Does Size Really Matter?
4 references·16 citing·40 second hop
Does Size Really Matter? (1997)Does Size Really Matter?Optimal Investment, Growth Options, and Security Returns (1998)Optimal Investment, Growth Op…A Critique of Size-Related Anomalies (1995)A Critique of Size-Related An…The relationship between return and market value of common stocks (1981)The relationship between retu…The financial analysts journal (1960)The financial analysts journalEquity Is Cheap for Large Financial Institutions (2020)Equity Is Cheap for Large Fin…Fact, Fiction, and the Size Effect (2018)Fact, Fiction, and the Size E…Book-to-Market Ratio, return on equity and Brazilian Stock Returns (2018)Book-to-Market Ratio, return …Expanding the Boundaries of Criminal Justice: Emphasizing the “S” in the Criminal Justice Science s through Interdisciplinary Efforts (2015)Expanding the Boundaries of C…Size Anomalies in U.S. Bank Stock Returns (2014)Size Anomalies in U.S. Bank S…The Surprising 'Alpha' from Malkiel's Monkey and Upside-Down Strategies (2012)The Surprising 'Alpha' from M…The Return of the Size Anomaly: Evidence from the German Stock Market (2010)The Return of the Size Anomal…The cross section of cashflow volatility and expected stock returns (2009)The cross section of cashflow…The Usefulness of Book‐to‐Market and ROE Expectations for Explaining UK Stock Returns (2007)The Usefulness of Book‐to‐Mar…The Effect of Market Regimes on Style Allocation (2006)The Effect of Market Regimes …Noise, CAPM, and the Size and Value Effects (2006)Noise, CAPM, and the Size and…An Empirical Study of Firm Structure and Profitability Relationship: The Case of Jordan (2006)An Empirical Study of Firm St…The practice of investment valuation in emerging markets: Evidence from Argentina (2005)The practice of investment va…Divergent Opinions and the Performance of Value Stocks (2004)Divergent Opinions and the Pe…Are Risk Premium Anomalies Caused by Ambiguity? (2000)Are Risk Premium Anomalies Ca…New Facts in Finance (1999)New Facts in FinanceThe Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)… and the Cross-Section of Expected Returns (2015)Replicating Anomalies (2018)Taming the Factor Zoo: A Test of New Factors (2020)Corporate Ownership Around the World (1999)The Beta Dilemma in Emerging Markets (2010)Evidence of sticky costs in banks of Argentina, Brazil and Canada (2012)Capital budgeting practices in Spain (2014)Capital Market Equilibrium with Restricted Borrowing (1972)Risk, Return, and Equilibrium: Empirical Tests (1973)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Efficient Capital Markets: II (1991)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Illiquidity and stock returns: cross-section and time-series effects (2002)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)A Random Walk Down Wall Street (1973)Toward Maximum Diversification (2008)Deploying Multi-Factor Index Allocations in Institutional Portfolios (2015)How Can 'Smart Beta' Go Horribly Wrong? (2016)Mind the gap! Machine Learning, ESG Metrics and Sustainable Investment (2020)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Market Reactions to Tangible and Intangible Information (2001)Momentum, Business Cycle and Time Varying Expected Returns (2001)Perspectives on Behavioral Finance: Does 'Irrationality' Disappear with Wealth? Evidence from Expectations and Actions (2003)Contrarian Investment, Extrapolation, and Risk (1994)Do we need big banks? Evidence on performance, strategy and market discipline (2013)Dissecting Characteristics Nonparametrically (2017)The impact of COVID-19 pandemic on bank lending around the world (2021)Does the Stock Market Overreact? (1985)Efficient tests of stock return predictability☆ (2006)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Optimal Timing and Tilting of Equity Factors (2018)Demystifying Illiquid Assets: Expected Returns for Private Equity (2019)Have risk premia vanished? (2021)Modelling the persistence of conditional variances (1986)First Impressions Matter: A Model of Confirmatory Bias (1999)Institutional Investors and Equity Prices (2001)
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References

  • 1981The relationship between return and market value of common stocks5,999 cited
  • 1960The financial analysts journal1,043 cited
  • 1995A Critique of Size-Related Anomalies763 cited
  • 1998Optimal Investment, Growth Options, and Security Returns319 cited

Cited by

  • 1999New Facts in Finance321 cited
  • 2014Size Anomalies in U.S. Bank Stock Returns306 cited
  • 2009The cross section of cashflow volatility and expected stock returns116 cited
  • 2005The practice of investment valuation in emerging markets: Evidence from Argentina80 cited
  • 2018Fact, Fiction, and the Size Effect70 cited
  • 2012The Surprising 'Alpha' from Malkiel's Monkey and Upside-Down Strategies58 cited
  • 2004Divergent Opinions and the Performance of Value Stocks58 cited
  • 2000Are Risk Premium Anomalies Caused by Ambiguity?56 cited
  • 2007The Usefulness of Book‐to‐Market and ROE Expectations for Explaining UK Stock Returns52 cited
  • 2006Noise, CAPM, and the Size and Value Effects43 cited
  • 2020Equity Is Cheap for Large Financial Institutions42 cited
  • 2018

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Book-to-Market Ratio, return on equity and Brazilian Stock Returns
41 cited
  • 2010The Return of the Size Anomaly: Evidence from the German Stock Market41 cited
  • 2006The Effect of Market Regimes on Style Allocation41 cited
  • 2015Expanding the Boundaries of Criminal Justice: Emphasizing the “S” in the Criminal Justice Science s through Interdisciplinary Efforts36 cited
  • 2006An Empirical Study of Firm Structure and Profitability Relationship: The Case of Jordan34 cited