"Market states and the risk-based explanation of the size premium" by Jungshik Hur

Selected Works of Jungshik Hur

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Article

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

Journal of Empirical Finance (2014)

Jungshik Hur, Louisiana Tech University
Glenn Pettengill, Grand Valley State University
Vivek Singh, University of Michigan

Link

Disciplines

Economics,
Finance and
Statistics and Probability

Publication Date

September 1, 2014

DOI

10.1016/j.jempfin.2014.06.006

Citation Information

Jungshik Hur, Glenn Pettengill and Vivek Singh. "Market states and the risk-based explanation of the size premium" Journal of Empirical Finance Vol. 28 (2014) p. 139 - 150
Available at: http://works.bepress.com/jungshik-hur/5/