Size Effect in Indian Stock Market: Some Empirical Evidence
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DOI: 10.1177/097226290500900403
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References listed on IDEAS
- Blume, Marshall E. & Stambaugh, Robert F., 1983. "Biases in computed returns : An application to the size effect," Journal of Financial Economics, Elsevier, vol. 12(3), pages 387-404, November.
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- Cook, Thomas J. & Rozeff, Michael S., 1984. "Size and Earnings/Price Ratio Anomalies: One Effect or Two?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 19(4), pages 449-466, December.
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Citations
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Cited by:
- Sanjay Sehgal & Vidisha Garg & Florent Deisting, 2012. "Relationship between cross sectional volatility and stock returns: Evidence From India," Post-Print hal-01881918, HAL.
- Lorraine D’Mello & Sheeja Sivaprasad, 2015. "An Investment Strategy Based on Leverage: Evidence from BSE 500," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 14(3), pages 210-238, December.
- Min Bai, 2021. "Are firm characteristics priced differently between opposite short‐sales regimes?," International Finance, Wiley Blackwell, vol. 24(1), pages 95-118, April.
- Praveen Bhagawan M. & P.J. Jijo Lukose, 2014. "Currency Exposure and Hedging Practices among Indian Non-financial Firms," Foreign Trade Review, , vol. 49(3), pages 247-262, August.
- Ahmed Bouteska & Taimur Sharif & Mohammad Zoynul Abedin, 2024. "Does investor sentiment create value for asset pricing? An empirical investigation of the KOSPI‐listed firms," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 3487-3509, July.
- Harshita & Shveta Singh & Surendra S. Yadav, 2018. "Changing Nature of the Value Premium in the Indian Stock Market," Vision, , vol. 22(2), pages 135-143, June.
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