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
The "firm-size" effect is a well-documented anomaly in the finance literature. This paper attempts t...
Tests using the Capital Asset Pricing Model show that during the 1981 through 1983 period, a portfol...
This study presents an alternative method of testing for the presence of excess risk adjusted return...
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 ...
The size effect has been well documented as an anomaly to the efficient market hypothesis (EMH). Sma...
Real estate investment trusts (REITs) offer investors the ability to more easily include real estate...
Using a carefully screened and filtered international database with a wide coverage across countries...
Previous research has shown that, on average, small firms earn higher risk-adjusted returns than lar...
This thesis will be concerned with investigating the empirical characteristics of stock returns, for...
This study aims to shed some light on the academic debate about the validity of CAPM and whether sys...
Abstract: This paper provides empirical evidence on whether financial development boosts the growth ...
This study examines the empirical relattonship between the return and the total market value of NYSE...
According to the size effect, small cap securities generally generate greater returns than those of ...
This paper examines the size-effect in the German stock market and intends to address several unansw...
The "firm-size" effect is a well-documented anomaly in the finance literature. This paper attempts t...
Tests using the Capital Asset Pricing Model show that during the 1981 through 1983 period, a portfol...
This study presents an alternative method of testing for the presence of excess risk adjusted return...
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 ...
The size effect has been well documented as an anomaly to the efficient market hypothesis (EMH). Sma...
Real estate investment trusts (REITs) offer investors the ability to more easily include real estate...
Using a carefully screened and filtered international database with a wide coverage across countries...
Previous research has shown that, on average, small firms earn higher risk-adjusted returns than lar...
This thesis will be concerned with investigating the empirical characteristics of stock returns, for...
This study aims to shed some light on the academic debate about the validity of CAPM and whether sys...
Abstract: This paper provides empirical evidence on whether financial development boosts the growth ...
This study examines the empirical relattonship between the return and the total market value of NYSE...
According to the size effect, small cap securities generally generate greater returns than those of ...
This paper examines the size-effect in the German stock market and intends to address several unansw...
The "firm-size" effect is a well-documented anomaly in the finance literature. This paper attempts t...
Tests using the Capital Asset Pricing Model show that during the 1981 through 1983 period, a portfol...
This study presents an alternative method of testing for the presence of excess risk adjusted return...