Size effect, book-to-market effect, and survival
Author: Wang X.1
Source: Journal of Multinational Financial Management, Volume 10, Number 3, December 2000 , pp. 257-273(17)
Publisher: Elsevier
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Keywords: [JEL classification codes] G12; [JEL classification codes] G14; Asset pricing anomalies; Survival bias; Size effect
Language: English
Document Type: Research article
DOI: 10.1016/S1042-444X(00)00033-5
Affiliations: 1: Department of Economics and Finance, City University of Hong Kong, , Hong Kong
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