The Evidence of Size Effect During Bull and Bear Markets

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The Evidence of Size Effect During Bull and Bear Markets

Most studies documenting an inverse relation between firm size and risk adjusted returns on stocks assume constant risk over time with the well known Constant Risk Model/ Capital Asset Pricing Model.This thesis examines the relationship between abnormal returns and the portfolio sizes as to determi...

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Bibliographic Details
Main Author:	Mohd Yacob, Nathrah
Format:	Thesis
Language:	English English
Published:	2006
Subjects:	Stock exchanges - Malaysia - Kuala Lumpur. Risk-return relationships - Malaysia.
Online Access:	http://psasir.upm.edu.my/id/eprint/146/ http://psasir.upm.edu.my/id/eprint/146/1/549133_t_gsm_2006_4.pdf

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