Abstract
Numerous studies document stock return anomalies as they relate to firm size, earnings-price ratios, and share price. The causes of these anomalies have not been adequately explained. This study provides additional information in this area by examining the relationships among the anomalies for NASDAQ traded stocks and those for NYSE and AMEX stocks. The results suggest that the relationships among the anomalies are not constant across the two groups of stocks. The anomalies are different for NASDAQ stocks than for NYSE and AMEX stocks.
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