Structural and Return Characteristics of Small and Large Firms
ABSTRACT We examine differences in structural characteristics that lead firms of different sizes to react differently to the same economic news. We find that a small firm portfo...
Publications
2 shownEconomic Forces and the Stock Market
This paper tests whether innovations in macroeconomic variables are risks that are rewarded in the stock market. Financial theory suggests that the following macroeconomic varia...
Frequent Co-Authors
Researcher Info
- h-index
- 2
- Publications
- 2
- Citations
- 6,091
External Links
Identifiers
- ORCID
- 0009-0007-0778-9605
Impact Metrics
h-index
2
h-index: Number of publications with at least h citations each.