Size Effect  Matthew Boyce Size Effect  Matthew Boyce

Size Effect Matthew Boyce - PowerPoint Presentation

marina-yarberry . @marina-yarberry
Uploaded On 2018-10-21

Size Effect Matthew Boyce - PPT Presentation

Huibin Hu Rajesh Raghunathan Lina Yang Introduction In this presentation we will review two articles on how the size of market capitalization affects portfolio performance The data sets given in both articles support the basic argument that smaller size results in a superior performance ID: 692676

market portfolio firms returns portfolio market returns firms beta small size portfolios return abnormal period annual updating average 1969




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