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Utility stocks and the size effect--revisited

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  • Zepp, Thomas M.

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  • Zepp, Thomas M., 2003. "Utility stocks and the size effect--revisited," The Quarterly Review of Economics and Finance, Elsevier, vol. 43(3), pages 578-582.
    • Handle: RePEc:eee:quaeco:v:43:y:2003:i:3:p:578-582
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    References listed on IDEAS

    as
    1. Barry, Christopher B. & Brown, Stephen J., 1984. "Differential information and the small firm effect," Journal of Financial Economics, Elsevier, vol. 13(2), pages 283-294, June.
    2. Fama, Eugene F & MacBeth, James D, 1973. "Risk, Return, and Equilibrium: Empirical Tests," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 607-636, May-June.
    3. Brauer, Greggory A., 1986. "Using Jump-Diffusion Return Models to Measure Differential Information by Firm Size," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 21(4), pages 447-458, December.
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    Cited by:

    1. Andrey Sarantsev & Blessing Ofori-Atta & Brandon Flores, 2019. "A Stock Market Model Based on CAPM and Market Size," Papers 1907.08911, arXiv.org, revised Apr 2021.

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