Michael A. Crain

Florida Atlantic University

Boca Raton, FL

United States

University of Manchester - Manchester Business School

Manchester

United Kingdom

The Financial Valuation Group

Fort Lauderdale, FL

United States

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A Literature Review of the Size Effect

Number of pages: 25 Posted: 17 Nov 2010 Last Revised: 31 Oct 2011
Michael A. Crain
Florida Atlantic University
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Citation 1

Abstract:

Size effect, size premium, January effect, risk factors, returns