Size effect in Indian equity market: myth or reality?

DOI10.1007/S10690-020-09318-0zbMath1467.91167OpenAlexW3043609720MaRDI QIDQ2036885

Vibhuti Vasishth, Gagan Sharma, Sanjay Sehgal

Publication date: 30 June 2021

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10690-020-09318-0

zbMATH Keywords

anomalycapital asset pricing modelsize effectFama-French model

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• Asset-pricing anomalies at the firm level
• Common risk factors in the returns on stocks and bonds

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