Crain updates paper on the size effect

BVWireIssue #111-1
December 7, 2011

Mike Crain (Financial Valuation Group) has recently updated his paper, "A Literature Review of the Size Effect," available at SSRN (Social Science Research Network). Crain’s paper is among the top 5% of SSRN downloads, and describes the empirical research on the size effect in stock returns.

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