Is the size premium really driven by firm size?
Year of publication: |
2021
|
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Authors: | Chen, Zhiyao ; Li, Jun ; Wang, Huijun |
Published in: |
The journal of investing : JOI. - New York, NY : Institutional Investor, ISSN 2168-8613, ZDB-ID 2048709-5. - Vol. 30.2021, 5, p. 127-143
|
Subject: | Security analysis and valuation | analysis of individual factors/risk premia | quantitative methods | statistical methods | performance measurement | Betriebsgröße | Firm size | Finanzanalyse | Financial analysis | Performance-Messung | Performance measurement | Statistische Methode | Statistical method | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium |
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