The size effect on stock returns : Is it simply a risk effect not adequately reflected by the usual measures?

B-Tier

Journal: Journal of Banking & Finance

Year: 1988

Volume: 12

Issue: 1

Pages: 13-30

Authors (2)

Friend, Irwin (not in RePEc) Lang, Larry H. P. (Chinese University of Hong Kon...)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count