Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation
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The largest commercial bank stocks, ranked by total size of the balance sheet, have significantly lower risk-adjusted returns than small- and medium-sized bank stocks, even though large banks are significantly more levered. We uncover a size factor in the component of bank returns that is orthogonal
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美国国家经济研究局创建时间：
2010-11-01
