The Size Effect in Malaysia’s Stock Returns
The size effect has been the most significant anomaly in stock price. Unlike developed stock markets, Malaysia’s market is smaller, less liquid, more volatile, prone to higher risk premiums and has higher cost of funds. These features could be attributed to informational inefficiency, high trading c...
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| Main Authors: | , , |
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| Format: | Book Chapter |
| Language: | English |
| Published: |
SpringerLink
2024
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/44262/1/Bakri_SizeEffect.pdf http://ir.unimas.my/id/eprint/44262/ |
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