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.

Question

Quizplus · Accepted Answer

The size anomaly, where small-cap stocks outperform large-cap stocks, is often linked to the January effect, where small-cap stocks tend to perform better in January.

Which of the Following Is True Regarding the Size Anomaly