scholarly journals Asymmetrical corporate responses to economic information: Applying the firm size effect

2016 ◽  
Vol 2 (1) ◽  
Keyword(s):  
Size Effect ◽  
Firm Size ◽  
Economic Information ◽  
Firm Size Effect

Index Revision and Firm Size Effect

2006 ◽  
Author(s):  
Munmun Mohanty ◽  
B. Mishra
Keyword(s):  
Size Effect ◽  
Firm Size ◽  
Firm Size Effect

The Firm Size Effect and the Economic Cycle

2002 ◽  
Vol 25 (1) ◽  
pp. 111-124 ◽  
Author(s):  
Moon K. Kim ◽  
David A. Burnie
Keyword(s):  
Size Effect ◽  
Firm Size ◽  
Economic Cycle ◽  
Firm Size Effect

An Investigation into the Firm Size Effect: A Security Market Plane Approach

1996 ◽  
Vol 11 (1) ◽  
pp. 131-152
Author(s):  
Chi-Cheng Hsia ◽  
Beverly R. Fuller
Keyword(s):  
Size Effect ◽  
Firm Size ◽  
Security Market ◽  
Sample Period ◽  
Regression Residuals ◽  
Fama And French ◽  
Firm Size Effect

This paper tests the firm size effect with two different approaches. First, the “messy” and “clean” methods of Fama and French are used; the firm size effect is found to remain but only after the regression residuals are analyzed. Then a security market plane and a proxy of it are defined and the proxy security market plane is used for testing. The results indicate that the firm size effect is reliably detected and statistically “explained” by a proxy security market plane for the sample period from July 1963 to June 1986.

RELATIVE STOCK PRICES AND THE FIRM SIZE EFFECT

1987 ◽  
Vol 10 (2) ◽  
pp. 99-110 ◽  
Author(s):  
Terry L. Zivney ◽  
Donald J. Thompson
Keyword(s):  
Size Effect ◽  
Firm Size ◽  
Stock Prices ◽  
Firm Size Effect
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