Three analyses of the firm size premium
By Joel L. Horowitz, Tim Loughran, N. E. Savin. 2000
171 citations recorded by the source corpus.
Subfields: Accounting, Finance, Strategy and Management
View Paper: https://www.semanticscholar.org/paper/4a947082fa553ed57f435217acf5a1e649565661
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Citations in the corpus
- An Examination of the Fama and French Three-Factor Model Using Commercially Available Factors (2001, background): “Moreover, recent evidence (see Gompers & Metrick 1998; Dimson & Marsh 1999; Gustafson & Miller 1999; Horowitz, Loughran & Savin 2000 ) suggests that the size effect may have ‘gone in reverse’ over the past decade or so.”