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Authors: Mathijs A van Dijk
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Journal Article

Resurrecting the Size Effect: Firm Size, Profitability Shocks, and Expected Stock Returns Get access

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Kewei Hou and Mathijs A van Dijk
The Review of Financial Studies, Volume 32, Issue 7, July 2019, Pages 2850–2889, https://doi.org/10.1093/rfs/hhy104
Published: 17 September 2018
Journal Article

The Dynamics of Market Efficiency Get access

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Dominik M. Rösch and others
The Review of Financial Studies, Volume 30, Issue 4, April 2017, Pages 1151–1187, https://doi.org/10.1093/rfs/hhw085
Published: 20 October 2016