Now showing items 1-2 of 2

    • Giraffes, Institutions and Neglected Firms 

      Arbel, Avner; Carvell, Steven A.; Strebel, Paul (1983-01-01)
      Certain securities - in particular, those of small capitalization firms - are generally unsuited to the investment requirements of financial institutions, hence attract minimal coverage by analysts. As a result, these ...
    • Is There a Neglected Firm Effect? 

      Carvell, Steven A.; Strebel, Paul J. (1987-01-01)
      [Excerpt] The objective of this paper is to examine the statistical basis of the neglected firm effect: whether it is indeed statistically distinct from the small firm and January effects or not. Relative to previous work ...