Do Firm Size and Value Affect Shareholder Returns in Malaysia?
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More about this item
Keywords
Fama and French’s three-factor model; capital asset pricing model; CAPM; size effect; value effect.;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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