Browsing SHA Articles and Chapters by Subject "neglected firm effect"
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(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 ...
(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 ...