Transaction Cost and the Small Stock Puzzle: The Impact of Outliers in the NYSE, 1970-2000
Year of publication: |
2004
|
---|---|
Authors: | Al-Rjoub, S. ; Hassan, M.K. |
Published in: |
International Journal of Applied Econometrics and Quantitative Studies. - Euro-American Association of Economic Development. - Vol. 1.2004, 3, p. 103-114
|
Publisher: |
Euro-American Association of Economic Development |
Subject: | Outliers | Transaction Costs | Size discount | NYSE | AMEX | NASDAQ |
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