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Returns and firm size: A note on the UK experience 1970-1991

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  • Patricia Fraser

Abstract

Examining UK companies traded on the London Stock Exchange, the evidence reported in this note implies that prior to mid-1989 smaller companies consistently outperformed the market portfolio. Since then, however, the 'size effect' has disappeared.

Suggested Citation

  • Patricia Fraser, 1995. "Returns and firm size: A note on the UK experience 1970-1991," Applied Economics Letters, Taylor & Francis Journals, vol. 2(10), pages 331-334.
    • Handle: RePEc:taf:apeclt:v:2:y:1995:i:10:p:331-334
    DOI: 10.1080/758518982
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    References listed on IDEAS

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