haku: @author Lloyd, W. P. / yhteensä: 6
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| Tekijä: | Jahera, J. S. Lloyd, W. P. |
| Otsikko: | Exchange listing and size: effects on excess returns |
| Lehti: | Journal of Business Finance and Accounting
1989 : WINTER, VOL. 16:5, p.675-680 |
| Asiasana: | CAPITAL ASSETS PRICING CORPORATE FINANCE INFORMATION RATE OF RETURN |
| Kieli: | eng |
| Tiivistelmä: | Anomalies of the capital asset pricing model are studied. Special attention is given to the information, or neglected firm effect which suggests that incomplete information may lead to the opportunity for excess returns. The hypothesis is that the degree of information is inversely related to excess returns when controlling for size. The empirical results are not supportive of the hypothesis. |
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