Moor, Lieven de; Sercu, Piet - 2007
rightmost part of line 1 of Table 2. Controlling for
both country and sector, the difference between big- and small-caps within … account those characteristics too. Thus, controlling for country and sector affiliation,
big-caps are significantly more … the differences and
their t-statistices after controlling for country and sector effects.
Recall that, in the literature …