A Spline Analysis of the Small Firm Effect: Does Size Really Matter.

In this paper we investigate the relation between expected return and firm size. Starting with the pionnering work of Banz (1981) and Reinganum (1981), this area has been one of the most researched topics in finance over the last 15 years.

MoreLess

Year of publication:	1996
Authors:	Savin, N.E. ; Loughran, T. ; Horowitz, J.L.J.
Institutions:	Department of Economics, Tippie College of Business
Subject:	REGRESSION ANALYSIS \| ENTREPRISES \| FINANCIAL MARKET

More details

Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	23 pages
Classification:	D20 - Production and Organizations. General ; D21 - Firm Behavior ; D24 - Production; Capital and Total Factor Productivity; Capacity
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005560368