Market states and the risk-based explanation of the size premium

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Journal of Empirical Finance
Volume	28
DOIs	https://doi.org/10.1016/j.jempfin.2014.06.006
State	Published - Sep 1 2014

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@article{793cf15082d949cf8d22063dc00b0f02,

title = "Market states and the risk-based explanation of the size premium",

author = "Jungshik Hur and Glenn Pettengill and Vivek Singh",

year = "2014",

month = sep,

day = "1",

doi = "10.1016/j.jempfin.2014.06.006",

language = "American English",

volume = "28",

journal = "Journal of Empirical Finance",

}

TY - JOUR

T1 - Market states and the risk-based explanation of the size premium

AU - Hur, Jungshik

AU - Pettengill, Glenn

AU - Singh, Vivek

PY - 2014/9/1

Y1 - 2014/9/1

UR - https://www.sciencedirect.com/science/article/abs/pii/S0927539814000668

U2 - 10.1016/j.jempfin.2014.06.006

DO - 10.1016/j.jempfin.2014.06.006

M3 - Article

VL - 28

JO - Journal of Empirical Finance

JF - Journal of Empirical Finance

ER -