Size effect in international markets: a survey of literature

Show simple item record Pathirawasam, Chandrapala 2011-05-10T13:14:18Z 2011-05-10T13:14:18Z 2010
dc.identifier Univerzitní knihovna (studovna)
dc.identifier.issn 1211 – 555X
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

This item appears in the following Collection(s)

Show simple item record

Search DSpace

Advanced Search


My Account