Size-effect in P/E, Momentum, and Accrual Anomalies
Kyle Larson
In this study, we investigate how firm size impact abnormal returns for three well-known anomalies, namely, the operating accruals, earnings-to-price, and momentum. We demonstrate the abnormal returns for each anomaly are mainly due to small size firms ev...
Panel on Behavioral Finance.
Greg Filbeck
Cross Country Variation in Corporate Governance and Firm Valuation
L. Yu
Identifying the Missing Information of the Conventional Corporate Governance Index
Linda Yu
Equity Anomalies Around the World
Identifying the Missing Information of the Conventional Corporate Governance Index ---- An International Study
Linda Yu
More is not always better
Linda Yu
Trade-off Effects Between Firm-level Governance Mechanisms Cross