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SMB -- Arousal, disproportionate reactions and the size-premium. (2007). Juricev, Alex ; Durand, Robert B. ; Smith, Gary W..
In: Pacific-Basin Finance Journal.
RePEc:eee:pacfin:v:15:y:2007:i:4:p:315-328.

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  1. The beta anomaly in the Australian stock market and the lottery demand. (2023). Veron, Jose Francisco ; Bradrania, Reza.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001986.

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  2. Anomalies, risk adjustment and seasonality: Australian evidence. (2014). Zhong, Angel ; Gray, Philip ; Limkriangkrai, Manapon.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:35:y:2014:i:c:p:207-218.

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  3. Interaction of size, book-to-market and momentum effects in Australia. (2010). Gaunt, Clive ; Brailsford, Tim ; O'Brien, Michael A..
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:50:y:2010:i:1:p:197-219.

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  4. Is liquidity the missing link?. (2008). Watson, Iain ; Durand, Robert B. ; Limkriangkrai, Manapon.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:48:y:2008:i:5:p:829-845.

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