I am impressed with your work over here. I am currently building (not complete yet) a website regarding investment management mainly influence by Warren Buffett as well. I hope you can have a look at investment management and link to me?
Give me some opinion and advice?
Thanks Michael

Cheers,
Joe Kok

The most important research is Fama and French’s 92 paper “The Cross-Section of Expected Stock Returns”. Also study Fama and French’s three-factor model, which is intimately related to the subject of your interest.

Prof. Ken French also maintains a data library you can use for your research.

http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html

I came across plenty of your articles on the investmentscientist.com and especially articles regarding small cap stocks vs. large cap stocks are of great interest to me. The topic I’m the most interested in is whether investments in small cap value stocks would have been more profitable during a long period of time (especially during the current recession) than investments in large cap value stocks. I’m currently doing my Masters of Science in Corporate Finance and Investment in London and my dissertation is dealing with a very similar topic. My question is whether you could advise me concerning other articles of yours or books, journals etc. which deal with this topic and could be of great value to me.
Thank you in advance for your response and I’m looking forward hearing from you
Best Regards

Aron Balog