Gandhi: Mendoza College of Business, University of Notre Dame. Lustig: Anderson School of Management, University of California at Los Angeles. The authors thank the editor, Cam Harvey, as well as the associate editor and referees for excellent suggestions. The authors also thank Viral Acharya, Martin Bodenstein, Markus Brunnermeier, John Campbell, John Cochrane, Ron Feldman, Cesare Fracassi, Etienne Gagnon, Mark Garmaise, Mark Grinblatt, Jennifer Huang, John Krainer, Arvind Krishnamurthy, David Laibson, Jonathan Parker, Lasse Pedersen, Andrea Raffo, Richard Roll, Jan Schneider, Martin Schneider, Clemens Sialm, Rob Vishny, and Skander Vandenheuvel many for detailed and helpful comments, as well as seminar participants at University of Texas at Austin, Chicago Booth, New York University Stern, Harvard Economics, the Federal Reserve Board of Governors, the Federal Reserve Bank of San Francisco, and the Society for Economic Dynamics 2010 Annual Meeting in Montreal, and the 2010 Stanford Institute for Theoretical Economics for detailed and helpful comments.
Size Anomalies in U.S. Bank Stock Returns
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This article has been accepted for publication and undergone full peer review but has not been through the copyediting, typesetting, pagination and proofreading process which may lead to differences between this version and the Version of Record. Please cite this article as doi: 10.1111/jofi.12119.
- Accepted manuscript online: 4 NOV 2013 01:22AM EST
- Manuscript Accepted: 29 JUL 2013
- Manuscript Received: 29 JAN 2012
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