Add to ORKGThe small-firm effect (SFE) refers to the long-term average excess returns that a portfolio of small-capitalisation stocks earns over a portfolio of large-capitalisation stocks. In this note, we review the extensive empirical evidence on the SFE and the various theoretical explanations that researchers have put forward for the effect.publishedVersio
This Bachelor´s thesis investigated the performance of small-cap stocks and large-cap stocks on the ...
The importance of small firms in a country’s development cannot be over-emphasized. In particular, i...
The relation between corporate governance and firm performance is generally focused on the rela-tion...
The small-firm effect (SFE) refers to the long-term average excess returns that a portfolio of small...
Recent empirical studies have found that small listed firms yield higher average returns than large ...
Bakgrund: Småbolagseffekten påvisades först av Banz (1981) och Reinganum (1981) som kom fram tillatt...
The size effect has been well documented as an anomaly to the efficient market hypothesis (EMH). Sma...
Using a carefully screened and filtered international database with a wide coverage across countries...
Abstract: This paper provides empirical evidence on whether financial development boosts the growth ...
This paper examines the size-effect in the German stock market and intends to address several unansw...
Prissättningsteorier och modeller som the capital asset pricing model (CAPM) förutsätter en friktion...
Purpose: The purpose of this paper is to assess the influence of the presence in foreign markets on ...
This study aims to shed some light on the academic debate about the validity of CAPM and whether sys...
According to the size effect, small cap securities generally generate greater returns than those of ...
Bakgrund: Målet med de flesta investeringar är att nå en hög avkastning till låg risk. Tidigare fors...
This Bachelor´s thesis investigated the performance of small-cap stocks and large-cap stocks on the ...
The importance of small firms in a country’s development cannot be over-emphasized. In particular, i...
The relation between corporate governance and firm performance is generally focused on the rela-tion...
The small-firm effect (SFE) refers to the long-term average excess returns that a portfolio of small...
Recent empirical studies have found that small listed firms yield higher average returns than large ...
Bakgrund: Småbolagseffekten påvisades först av Banz (1981) och Reinganum (1981) som kom fram tillatt...
The size effect has been well documented as an anomaly to the efficient market hypothesis (EMH). Sma...
Using a carefully screened and filtered international database with a wide coverage across countries...
Abstract: This paper provides empirical evidence on whether financial development boosts the growth ...
This paper examines the size-effect in the German stock market and intends to address several unansw...
Prissättningsteorier och modeller som the capital asset pricing model (CAPM) förutsätter en friktion...
Purpose: The purpose of this paper is to assess the influence of the presence in foreign markets on ...
This study aims to shed some light on the academic debate about the validity of CAPM and whether sys...
According to the size effect, small cap securities generally generate greater returns than those of ...
Bakgrund: Målet med de flesta investeringar är att nå en hög avkastning till låg risk. Tidigare fors...
This Bachelor´s thesis investigated the performance of small-cap stocks and large-cap stocks on the ...
The importance of small firms in a country’s development cannot be over-emphasized. In particular, i...
The relation between corporate governance and firm performance is generally focused on the rela-tion...