Size effect and the Common Variation in stock returns: Evidence from the Indian Stock Market
This paper examines the widely known size effect in the Indian stock market and examines the explanatory power of the risk factors which explain the common variation in stock returns using the Fama and French three-factor model and the CAPM. Unlike recent evidence of a strong size effect in the Indi...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2012
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| Online Access: | https://eprints.nottingham.ac.uk/25879/ |