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

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

Links for this article