Size effect in international markets: a survey of literature

dc.contributor.author	Pathirawasam, Chandrapala
dc.date.accessioned	2011-05-10T13:14:18Z
dc.date.available	2011-05-10T13:14:18Z
dc.date.issued	2010
dc.identifier	Univerzitní knihovna (studovna)
dc.identifier.issn	1211 – 555X
dc.identifier.uri	http://hdl.handle.net/10195/38491
dc.description.abstract	The purpose of this paper is to examine whether the size effect prevails in the international markets because there is a criticism that size effect is an outcome of data snooping bias. This study finds that size effect survives in capital markets in United States [US] as well as in other international markets. Further, the study reveals that the size effect appears only in the up-market condition. Recently, size factor has become a popular member in multifactor asset pricing models. However, the role of the size factor in multifactor models in conditional markets is still uncovered.	eng
dc.format	p. 165-178	eng
dc.language.iso	eng
dc.publisher	Univerzita Pardubice	cze
dc.relation.ispartof	Scientific papers of the University of Pardubice. Series D, Faculty of Economics and Administration. 17 (2/2010)	eng
dc.subject	anomalies	eng
dc.subject	international markets	eng
dc.subject	size effect	eng
dc.subject	size factor	eng
dc.title	Size effect in international markets: a survey of literature	eng
dc.type	Article	eng
dc.peerreviewed	yes	eng
dc.publicationstatus	published	eng