Structural and Return Characteristics Of Mid-Capitalization Firms: A Study Into The Myth Around The Superior Returns Of Mid-Size Stocks
Over the years there has been significant research around the misspecification of the Capital Asset Pricing Model (CAPM), which challenges the linear relationship between beta and market returns. One of the biggest challenges relates to the “small-firm effect,” which states there are two classifica...
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| Format: | Others |
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ScholarWorks @ Georgia State University
2016
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| Online Access: | http://scholarworks.gsu.edu/bus_admin_diss/66 http://scholarworks.gsu.edu/cgi/viewcontent.cgi?article=1068&context=bus_admin_diss |