New evidence on the nature of size related anomalies in stock prices
Main Authors: | Marsh, Terry A., Brown, Philip, Kleidon, Allan William |
---|---|
Format: | Working Paper |
Published: |
Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology
2009
|
Online Access: | http://hdl.handle.net/1721.1/48605 |
Similar Items
-
Asset pricing model specification and the term structure evidence
by: Marsh, Terry A.
Published: (2009) -
Nontrading, market-making, and estimates of stock price volatiity
by: Marsh, Terry A., et al.
Published: (2009) -
Nontrading, market-making, and estimates of stock price volatility
by: Marsh, Terry A., et al.
Published: (2009) -
Stock return seasonalities and the tax-loss selling hypothesis : analysis of the arguments and Australian evidence
by: Marsh, Terry A.
Published: (2009) -
Lunar cycle effect and its relation with calender anomalies :: Evidence of stock returns at Jakarta Stock Exchange
by: , RAJA, Robby Setiady, et al.
Published: (2004)