Size effect and the Common Variation in stock returns: Evidence from the Indian Stock Market

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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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Bibliographic Details
Main Author:	Zhang, Zhuoqi
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2012
Online Access:	https://eprints.nottingham.ac.uk/25879/

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