An Empirical Study of the Small Firm Effect on China Stock Market: Evidence from Shanghai Stock Exchange
The research of “small firm effect” has attracted numerous academic attentions since Banz (1981) documents this anomaly, it implies either market inefficiency or inadequacies in the underlying asset-pricing model and poses a big challenge to the traditional financial paradigm which asserts rational...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2011
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| Online Access: | https://eprints.nottingham.ac.uk/25118/ |