An Empirical Study of the Small Firm Effect on China Stock Market: Evidence from Shanghai Stock Exchange

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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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Bibliographic Details
Main Author:	GE, Chaorui
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2011
Online Access:	https://eprints.nottingham.ac.uk/25118/

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