Differential information, expectations, and the small firm effect
An empirical study of the effects of differential information and the expectations of investors is undertaken to test the differential information theory of Barry and Brown (1983). The theory is tested using the small firm effect. The excess returns found using ex post data are regressed against pro...
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| Format: | Others |
| Language: | en_US |
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Virginia Polytechnic Institute and State University
2019
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| Online Access: | http://hdl.handle.net/10919/87179 |