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dc.contributor.authorCarvell, Steven A.
dc.contributor.authorStrebel, Paul J.
dc.date.accessioned2020-09-12T21:03:05Z
dc.date.available2020-09-12T21:03:05Z
dc.date.issued1987-01-01
dc.identifier.other5144975
dc.identifier.urihttps://hdl.handle.net/1813/71487
dc.description.abstract[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 on neglected securities, the results reported are obtained from the use of superior data bases and a more rigorous statistical analysis. The paper proceeds with sections on data and statistical methodology, and an analysis of the neglected firm effect.
dc.language.isoen_US
dc.rightsRequired Publisher Statement: © Wiley. Final version published as: Carvell, S. A., & Strebel, P. J. (1987). Is there a neglected firm effect? Journal of Business Finance & Accounting, 14(2), 279-290. Reprinted with permission. All rights reserved.
dc.subjectneglected firm effect
dc.subjectsecurity returns
dc.subjectfirm size
dc.subjectcapital loss
dc.titleIs There a Neglected Firm Effect?
dc.typearticle
dc.relation.doihttps://doi.org/10.1111/j.1468-5957.1987.tb00544.x
dc.description.legacydownloadsCarvell5_Is_There_a_Neglected_Firm_Effect.pdf: 2021 downloads, before Aug. 1, 2020.
local.authorAffiliationCarvell, Steven A.: sac20@cornell.edu Cornell University
local.authorAffiliationStrebel, Paul J.: IMEDE


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