SMALL FIRM AND STOCK RETURN SEASONALITY: (NEW) EVIDENCE FROM THE LISBON STOCK EXCHANGE
This study examines, month In month. the empirical relation bet1reen market 1•ol11e ond abnormal returnsfor the Lisbon Exchange listed stocks. Elidence is prolided that supports a "si-::.e effect", \\here 1he market lal11e is positilely related to abnormal returns and selling pressure surr...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
People & Global Business Association (P&GBA)
1996-09-01
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| Series: | Global Business and Finance Review |
| Subjects: | |
| Online Access: | http://www.gbfrjournal.org/pds/journal/thesis/20150626021242-EH0NM.pdf |