Resurrecting the Size Effect: Firm Size, Profitability Shocks, and Expected Stock Returns

K Hou; Mathijs Dijk

doi:10.1093/rfs/hhy104

Resurrecting the Size Effect: Firm Size, Profitability Shocks, and Expected Stock Returns

K Hou, Mathijs Dijk

Research output: Contribution to journal › Article › Academic › peer-review

38 Citations (Scopus)

86 Downloads (Pure)

Original language	English
Pages (from-to)	2850-2889
Number of pages	40
Journal	The Review of Financial Studies
Volume	32
Issue number	7
DOIs	https://doi.org/10.1093/rfs/hhy104
Publication status	Published - 2019

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10.1093/rfs/hhy104

SSRN-id1536804.pdfFinal published version, 782 KBLicence: Article 25fa Dutch Copyright Act

http://hdl.handle.net/1765/76126

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title = "Resurrecting the Size Effect: Firm Size, Profitability Shocks, and Expected Stock Returns",

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Resurrecting the Size Effect: Firm Size, Profitability Shocks, and Expected Stock Returns

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