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"Can Noise Create the Size and Value Effects?"

Robert D. Arnott et al. (2015)

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DOI: 10.1287/MNSC.2014.1995

access: closed

type: Journal Article

metadata version: 2020-10-26

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Robert D. Arnott, Jason C. Hsu, Jun Liu, Harry M. Markowitz:
Can Noise Create the Size and Value Effects? Manag. Sci. 61(11): 2569-2579 (2015)

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