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Applied Economics Letters Volume 2, 1995 - Issue 10
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Original Articles

Returns and firm size: A note on the UK experience 1970–1991

Patricia Fraser Department of Accountancy and Finance, The School of Management, The University of Stirling, Stirling, FK9 4LA, UK
Pages 331-334 | Received 13 Mar 1995, Published online: 02 Nov 2006

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M. H. Kapche Fotso & W. G. P. Brown. (2021) Cyclicality of size, value, and momentum on the Johannesburg Stock Exchange. Studies in Economics and Econometrics 45:2, pages 117-129.
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D Strugnell, E Gilbert & R Kruger. (2011) Beta, size and value effects on the JSE, 1994–2007. Investment Analysts Journal 40:74, pages 1-17.
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T.C. Mills & J.V. Jordanov. (2003) The size effect and the random walk hypothesis: evidence from the London Stock Exchange using Markov Chains. Applied Financial Economics 13:11, pages 807-815.
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Articles from other publishers (1)

Patricia Fraser. (2007) UK EXCESS SHARE RETURNS: FIRM SIZE AND VOLATILITY. Scottish Journal of Political Economy 43:1, pages 71-84.
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