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The resurrected size effect still sleeps in the (monetary) winter
Article (Web of Science)
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Research
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Overview
cited authors
Simpson, Marc W.; Grossmann, Axel
publication date
March 1, 2024
webpage
Web of Science
published in
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
Journal
Research
category
BUSINESS, FINANCE
Category
keywords
Factor models
Liquidity
Monetary policy
Quality
Size premium
Additional Document Info
volume
92