Size and Stock Returns, and Other Empirical Regularities
University of Rochester, Rochester, NY 14627
and National Bureau of Economic Research
Journal of Financial Economics, 12 (May 1983) 3-12
The recent plethora of papers documenting size, turn-of-the-year and
earnings/price ratio 'effects' on stock returns represents an unusual
coincidence of interest among a broad group of financial economists.
This special issue of the Journal of Financial Economics contains
some of the papers on the 'size effect' and other empirical regularities.
These introductory remarks surey the papers in this issue, as well as some
related papers, and attempt to put the research on the size effect in
perspective.
Key words: Size effect, E/P effect, Turn-of-the-year effect
JEL Classifications: G12, G14
Cited 69 times in the SSCI through April 1996
© Copyright 1983, Elsevier
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