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Financial Market Dissertations

P/F/422. Dissertation. Size effect anomaly in Malaysian stock market

WORDS:
18000
DATE:
2004
PRICE:
189.99 GBP

The dissertation aims to investigate the size effect anomaly, or the difference in returns between a portfolio of small-cap stocks and large-cap stocks, in the Malaysian stock market. A review of financial literature touches upon anomalies in the performance of stock markets, the relationship between a firms size neglect and performance, Malaysian economy and stock market development, etc. Methods of statistical tests are used in the analysis of the regression results for ten portfolios. Conclusions are made about the existence of the size effect anomaly in the Malaysian market.

 

KEYWORDS: f, dissertation, size, effect, anomaly, malaysian, stock, market,