On the Scope and Drivers of the Asset Growth Effect

By M. Lipson, Sandra C. Mortal, Michael J. Schill. Journal of Financial and Quantitative Analysis, 2011

127 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/bc34888a4d3d3f25e9a73d1d396bcac49b48dc6b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Tong Yao
2. Heiko Jacobs
3. Sebastian Müller
4. Tong Yu
5. Akiko Watanabe
6. Yan Xu
7. Shuming Liu

In Finance

1. Sebastian Müller
2. Tong Yao
3. Heiko Jacobs
4. Tong Yu
5. Akiko Watanabe
6. Yan Xu
7. Shuming Liu

Citations in the corpus

• Anomalies across the globe: Once public, no longer existent? (2020, background): “Besides extending McLean and Pontiff (2016), our analysis contributes to several streams of the literature.”
• The Asset Growth Effect: Insights from International Equity Markets (2013, methodology): “In their recent studies based on the U.S. individual stock data, Li and Zhang (2010), Lam and Wei (2011), and Lipson, Mortal, and Schill (2011) find that the negative effect of asset growth rates on subsequent stock returns is stronger for firms with severer limits to arbitrage.”