Small firm effect: The case for banks

Joseph Aharony; Haim Falk

doi:10.1007/BF01046628

Small firm effect: The case for banks

Joseph Aharony^*, Haim Falk

^*Corresponding author for this work

Coller School of Management

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

Abstract

This article contributes to the small firm effect literature by examining weekly returns on common stocks of 73 banks for the 19-year period from 1969 to 1987. It differs from previous research in this area in both the analytical tool employed and the sampled firms. The findings suggest that the small firm effect is strong, is persist over long investment periods, and is monotonically increasing with the increase in firms' size.

Original language	English
Pages (from-to)	157-168
Number of pages	12
Journal	Journal of Financial Services Research
Volume	6
Issue number	2
DOIs	https://doi.org/10.1007/BF01046628
State	Published - Aug 1992

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10.1007/BF01046628

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title = "Small firm effect: The case for banks",

abstract = "This article contributes to the small firm effect literature by examining weekly returns on common stocks of 73 banks for the 19-year period from 1969 to 1987. It differs from previous research in this area in both the analytical tool employed and the sampled firms. The findings suggest that the small firm effect is strong, is persist over long investment periods, and is monotonically increasing with the increase in firms' size.",

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AB - This article contributes to the small firm effect literature by examining weekly returns on common stocks of 73 banks for the 19-year period from 1969 to 1987. It differs from previous research in this area in both the analytical tool employed and the sampled firms. The findings suggest that the small firm effect is strong, is persist over long investment periods, and is monotonically increasing with the increase in firms' size.

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Small firm effect: The case for banks

Abstract

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