... a factor that can be played," he said. Jacques Friedman, principal and head of global stock selection at AQR in Greenwich, Conn., said he has doubts whether the small-cap premium exists. "January effect or not, I've always called (the size effect) ...
http://www.pionline.com/article/20121126/PRINTSUB/311269991/january-great-for-small-caps-but-institutions-not-cashing-in?
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