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Which of the Following Is True Regarding the Size Anomaly

Question 56

Multiple Choice

Which of the following is true regarding the size anomaly?


A) As much as 50% of small cap outperformance is associated with the January effect.
B) Small cap stocks underperform large cap stocks in recent years.
C) Small cap stock outperformance is a NASDAQ phenomenon,not NYSE.
D) Small cap stock outperformance is unaffected by micro-cap,commission,or liquidity (i.e.,bid-ask spread) concerns.

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