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Noisy information and the size effect in stock returns
Joel M. Vanden
Finance
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peer-review
1
Scopus citations
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Keyphrases
Stock Returns
100%
Size Effect
100%
Small Firms
100%
Noisy Information
100%
Firm Size
50%
Expected Returns
50%
Stock Prices
25%
90th Percentile
25%
Deciles
25%
Informative Signal
25%
Economics, Econometrics and Finance
Capital Market Returns
100%
Firm Size
100%
Stock Price
50%