Matches in SemOpenAlex for { <https://semopenalex.org/work/W3124971662> ?p ?o ?g. }
- W3124971662 endingPage "2889" @default.
- W3124971662 startingPage "2850" @default.
- W3124971662 abstract "Many studies report that the size effect in the cross-section of stock returns disappeared after the early 1980s. This paper shows that its disappearance can be attributed to negative shocks to the profitability of small firms and positive shocks to big firms. After adjusting for the price impact of profitability shocks, we find a robust size effect in the cross-section of expected returns after the early 1980s. Our results highlight the importance of in-sample cash-flow shocks in understanding cross-sectional return predictability. Received April 2, 2014; editorial decision August 6, 2018 by Editor Laura Starks." @default.
- W3124971662 created "2021-02-01" @default.
- W3124971662 creator A5001998483 @default.
- W3124971662 creator A5066035235 @default.
- W3124971662 date "2018-09-17" @default.
- W3124971662 modified "2023-10-06" @default.
- W3124971662 title "Resurrecting the Size Effect: Firm Size, Profitability Shocks, and Expected Stock Returns" @default.
- W3124971662 cites W1871780182 @default.
- W3124971662 cites W1973342504 @default.
- W3124971662 cites W1975140694 @default.
- W3124971662 cites W1975161917 @default.
- W3124971662 cites W1984272629 @default.
- W3124971662 cites W1985349674 @default.
- W3124971662 cites W1989720764 @default.
- W3124971662 cites W1991293146 @default.
- W3124971662 cites W1995834279 @default.
- W3124971662 cites W2002188111 @default.
- W3124971662 cites W2007444722 @default.
- W3124971662 cites W2007785900 @default.
- W3124971662 cites W2011350192 @default.
- W3124971662 cites W2020364121 @default.
- W3124971662 cites W2051986033 @default.
- W3124971662 cites W2060542710 @default.
- W3124971662 cites W2064305707 @default.
- W3124971662 cites W2065601052 @default.
- W3124971662 cites W2089556049 @default.
- W3124971662 cites W2093571522 @default.
- W3124971662 cites W2104795328 @default.
- W3124971662 cites W2113208252 @default.
- W3124971662 cites W2116347131 @default.
- W3124971662 cites W2123518587 @default.
- W3124971662 cites W2128475248 @default.
- W3124971662 cites W2135846106 @default.
- W3124971662 cites W2144452471 @default.
- W3124971662 cites W2146587342 @default.
- W3124971662 cites W2149367714 @default.
- W3124971662 cites W2151306296 @default.
- W3124971662 cites W2159043323 @default.
- W3124971662 cites W2160841369 @default.
- W3124971662 cites W2163388377 @default.
- W3124971662 cites W2163759112 @default.
- W3124971662 cites W2166215547 @default.
- W3124971662 cites W2891832533 @default.
- W3124971662 cites W29092591 @default.
- W3124971662 cites W2914489443 @default.
- W3124971662 cites W3021598678 @default.
- W3124971662 cites W3121401171 @default.
- W3124971662 cites W3121950046 @default.
- W3124971662 cites W3122286297 @default.
- W3124971662 cites W3122719819 @default.
- W3124971662 cites W3122890094 @default.
- W3124971662 cites W3122909691 @default.
- W3124971662 cites W3123321248 @default.
- W3124971662 cites W3123370480 @default.
- W3124971662 cites W3123586507 @default.
- W3124971662 cites W3123889274 @default.
- W3124971662 cites W3124466994 @default.
- W3124971662 cites W3124631325 @default.
- W3124971662 cites W3124909920 @default.
- W3124971662 cites W3124930210 @default.
- W3124971662 cites W3125780646 @default.
- W3124971662 cites W3125991131 @default.
- W3124971662 cites W3126017435 @default.
- W3124971662 doi "https://doi.org/10.1093/rfs/hhy104" @default.
- W3124971662 hasPublicationYear "2018" @default.
- W3124971662 type Work @default.
- W3124971662 sameAs 3124971662 @default.
- W3124971662 citedByCount "40" @default.
- W3124971662 countsByYear W31249716622016 @default.
- W3124971662 countsByYear W31249716622017 @default.
- W3124971662 countsByYear W31249716622018 @default.
- W3124971662 countsByYear W31249716622019 @default.
- W3124971662 countsByYear W31249716622020 @default.
- W3124971662 countsByYear W31249716622021 @default.
- W3124971662 countsByYear W31249716622022 @default.
- W3124971662 countsByYear W31249716622023 @default.
- W3124971662 crossrefType "journal-article" @default.
- W3124971662 hasAuthorship W3124971662A5001998483 @default.
- W3124971662 hasAuthorship W3124971662A5066035235 @default.
- W3124971662 hasConcept C10138342 @default.
- W3124971662 hasConcept C105795698 @default.
- W3124971662 hasConcept C127413603 @default.
- W3124971662 hasConcept C129361004 @default.
- W3124971662 hasConcept C143724316 @default.
- W3124971662 hasConcept C149782125 @default.
- W3124971662 hasConcept C151730666 @default.
- W3124971662 hasConcept C162324750 @default.
- W3124971662 hasConcept C163428354 @default.
- W3124971662 hasConcept C197640229 @default.
- W3124971662 hasConcept C204036174 @default.
- W3124971662 hasConcept C2988984586 @default.
- W3124971662 hasConcept C33923547 @default.
- W3124971662 hasConcept C556758197 @default.
- W3124971662 hasConcept C78519656 @default.
- W3124971662 hasConcept C86803240 @default.
- W3124971662 hasConceptScore W3124971662C10138342 @default.
- W3124971662 hasConceptScore W3124971662C105795698 @default.
- W3124971662 hasConceptScore W3124971662C127413603 @default.