Lamoureux is from John M. Olin School of Business, Washington University in St. Louis. Sanger is from College of Business Administration, Louisiana State University. This work was completed while Lamoureux was at Louisiana State University. An earlier version of this paper was presented at the 1988 Western Finance Association meetings. We are grateful to Glenn Boyle, Steve Buser, K. C. Chan, Bruce Lehmann, René Stulz, and an anonymous referee for helpful comments and suggestions. Any remaining errors are our responsibility.
Firm Size and Turn-of-the-Year Effects in the OTC/NASDAQ Market
Version of Record online: 30 APR 2012
© 1989 the American Finance Association
The Journal of Finance
Volume 44, Issue 5, pages 1219–1245, December 1989
How to Cite
LAMOUREUX, C. G. and SANGER, G. C. (1989), Firm Size and Turn-of-the-Year Effects in the OTC/NASDAQ Market. The Journal of Finance, 44: 1219–1245. doi: 10.1111/j.1540-6261.1989.tb02651.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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