Is There a Neglected Firm Effect?

dc.contributor.author	Carvell, Steven A.
dc.contributor.author	Strebel, Paul J.
dc.date.accessioned	2020-09-12T21:03:05Z
dc.date.available	2020-09-12T21:03:05Z
dc.date.issued	1987-01-01
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.description.legacydownloads	Carvell5_Is_There_a_Neglected_Firm_Effect.pdf: 2021 downloads, before Aug. 1, 2020.
dc.identifier.other	5144975
dc.identifier.uri	https://hdl.handle.net/1813/71487
dc.language.iso	en_US
dc.relation.doi	https://doi.org/10.1111/j.1468-5957.1987.tb00544.x
dc.rights	Required 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.subject	neglected firm effect
dc.subject	security returns
dc.subject	firm size
dc.subject	capital loss
dc.title	Is There a Neglected Firm Effect?
dc.type	article
local.authorAffiliation	Carvell, Steven A.: sac20@cornell.edu Cornell University
local.authorAffiliation	Strebel, Paul J.: IMEDE

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