The Evidence of Size Effect During Bull and Bear Markets

Most studies documenting an inverse relation between firm size and risk adjusted returns on stocks assume constant risk over time with the well known Constant Risk Model/ Capital Asset Pricing Model.This thesis examines the relationship between abnormal returns and the portfolio sizes as to determi...

詳細記述

書誌詳細

第一著者:	Mohd Yacob, Nathrah
フォーマット:	学位論文
言語:	英語 英語
出版事項:	2006
主題:	Stock exchanges - Malaysia - Kuala Lumpur. Risk-return relationships - Malaysia.
オンライン･アクセス:	http://psasir.upm.edu.my/id/eprint/146/1/549133_t_gsm_2006_4.pdf