Size and Stock Returns, and Other Empirical Regularities
G. William Schwert
University of Rochester, Rochester, NY 14627
and National Bureau of Economic Research
Journal of Financial Economics, 12 (May 1983) 3-12
The recent plethora of papers documenting size, turn-of-the-year and earnings/price
ratio 'effects' on stock returns represents an unusual coincidence of interest
among a broad group of financial economists. This special issue of the Journal
of Financial Economics contains some of the papers on the 'size effect'
and other empirical regularities. These introductory remarks surey the papers
in this issue, as well as some related papers, and attempt to put the research
on the size effect in perspective.
Key words: Size effect, E/P effect, Turn-of-the-year effect
JEL Classifications: G12, G14
Cited 98 times in the SSCI and SCOPUS through 2017
© Copyright 1983, Elsevier
The following file contains the reprint of this paper in Acrobat's portable
data format (.pdf). The file is about 511 KB and can only be viewed (and printed)
using a copy of Acrobat Reader or Acrobat Exchange.
If you want the current version of the Adobe Acrobat Reader for other
platforms, visit Adobe's web page by clicking the image below.
Click here to download this
paper in PDF format.
Return to Publications Page
© Copyright 1998-2018, G. William
Last Updated on 7/31/2018