Size effect alive or dead: Evidence from European markets
In this paper, we examine whether the size effect is present in four European markets viz. France, Germany, Spain and Italy. We also investigate whether the size effect can be explained through the sources as available in the literature. We employ prominent asset pricing models to ascertain if size...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2021-01-01
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| Series: | Cogent Economics & Finance |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/23322039.2021.1897224 |