The Examination of Size Effect and Three Factor Model in Taiwanese Stock Market

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The Examination of Size Effect and Three Factor Model in Taiwanese Stock Market

Financial anomalies in world trading markets have been known about and discussed for several years. The aim of this research is to examine whether or not the size effect—defined simply as the effect of firm size, as measured by market value, on investment returns—could be significantly found in the...

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Bibliographic Details
Main Author:	Lin, Yu-Sheng
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2009
Online Access:	https://eprints.nottingham.ac.uk/22871/

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