The Size Effect Is Alive and Well, and Hiding behind Calendar Anomalies

David Yechiam Aharon; Mahmoud Qadan

doi:10.3905/jpm.2019.1.088

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Article

The Size Effect Is Alive and Well, and Hiding behind Calendar Anomalies

David Yechiam Aharon and Mahmoud Qadan

The Journal of Portfolio Management September 2019, jpm.2019.1.088; DOI: https://doi.org/10.3905/jpm.2019.1.088

David Yechiam Aharon

is an assistant professor of finance at Ono Academic College in Kiriat Ono, Israel

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Mahmoud Qadan

is an assistant professor of finance at the University of Haifa in Mount Carmel, Israel

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The Size Effect Is Alive and Well, and Hiding behind Calendar Anomalies

David Yechiam Aharon, Mahmoud Qadan

The Journal of Portfolio Management Jul 2019, jpm.2019.1.088; DOI: 10.3905/jpm.2019.1.088

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The Size Effect Is Alive and Well, and Hiding behind Calendar Anomalies

David Yechiam Aharon, Mahmoud Qadan

The Journal of Portfolio Management Jul 2019, jpm.2019.1.088; DOI: 10.3905/jpm.2019.1.088

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