Size effect in International Markets: a Survey of the literature
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28120%2F10%3A63509604" target="_blank" >RIV/70883521:28120/10:63509604 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Size effect in International Markets: a Survey of the literature
Original language description
The purpose of this paper is to examine whether the size effect prevails in the international markets because there is a criticism that size effect is an outcome of data snooping bias. This study finds that size effect survives in capital markets in United States [US] as well as in other international markets. Further, the study reveals that the size effect appears only in the up-market condition. Recently, size factor has become a popular member in multifactor asset pricing models. However, the role ofthe size factor in multifactor models in conditional markets is still uncovered.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AE - Management, administration and clerical work
OECD FORD branch
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Result continuities
Project
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Continuities
V - Vyzkumna aktivita podporovana z jinych verejnych zdroju
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Scientific Papers of the University of Pardubice. Series D. Faculty of Economics and Administration
ISSN
1211-555X
e-ISSN
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Volume of the periodical
2010
Issue of the periodical within the volume
17
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
14
Pages from-to
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UT code for WoS article
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EID of the result in the Scopus database
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