The Survivorship Bias, Share Price Effect and Small Firm Effect in Malaysian Markets
This study aims to examine the relation between average returns, firm size, and price levels for Malaysian stocks after controlling for survivorship bias from the period 1995 to 2003. This period consist of pre-economy crisis 1995-1996, during economy crisis 1997-1998, and post economy crisis 1999-2...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2007
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| Online Access: | https://eprints.nottingham.ac.uk/23990/ |