A Critique of Size-Related Anomalies.

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Berk, Jonathan B (1995)
  • Journal: Review of Financial Studies, volume 8, issue 2, pages 275-86

This article argues that the size-related regularities in asset prices should not be regarded as anomalies. Indeed, the opposite result is demonstrated. Namely, a truly anomalous regularity would be if an inverse relation between size and return was not observed. We sho... View more
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