STOCK PRICE AND DEGREE OF NEGLECT AS DETERMINANTS OF STOCK RETURNS
- 1 June 1992
- journal article
- Published by Wiley in Journal of Financial Research
- Vol. 15 (2) , 101-112
- https://doi.org/10.1111/j.1475-6803.1992.tb00791.x
Abstract
No abstract availableKeywords
This publication has 14 references indexed in Scilit:
- The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid‐Ask BiasThe Journal of Finance, 1992
- Limited information as a source of riskThe Journal of Portfolio Management, 1986
- Generic stocksThe Journal of Portfolio Management, 1985
- Differential information and the small firm effectJournal of Financial Economics, 1984
- Some Empirical Tests of the Theory of Arbitrage PricingThe Journal of Finance, 1983
- Giraffes, Institutions and Neglected FirmsCFA Magazine, 1983
- Pay attention to neglected firms!*The Journal of Portfolio Management, 1983
- THE NEGLECTED AND SMALL FIRM EFFECTSThe Financial Review, 1982
- The Risk-Return Relationship and Stock PricesJournal of Financial and Quantitative Analysis, 1979
- PRICE, BETA, AND EXCHANGE LISTINGThe Journal of Finance, 1973