The study's authors, Kewei Hou, Chen Xue and Lu Zhang, found that these anomalies work best, if at all, on
tiny microcap stocks, where trading costs exceed the profits that are supposedly available.
Not exact matches
Also you can research either Harris & Harris Group (
TINY) or its portfolio of companies as well as its
microcap cousin Advance Nanotech (AVMA) and of course client Dais Analytic (DLYT).
Most my investments these days are in the
microcap stocks so would love to see the results from the
tiny stocks as well.