Results 1 to 10 of about 495 (110)
A new insight into value premium and size premium
IIMB Management Review, 2019 Analysing Indian equity data from 1995 to 2014, we conclude that median portfolios, which have received little attention from most researchers of value premium (VP) and size premium (SP), are quite pivotal.
Soumya Guha Deb, Banikanta Mishra
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Size premium, value premium and market timing: evidence from an emerging economy [PDF]
Journal of Economics Finance and Administrative Science, 2018 Purpose - This study aims to investigate the market timing strategy in different market conditions (i.e. up, down, normal and in-financial-crisis situation) in the emerging market of Pakistan over the period 1995 to 2015.
Syed Haroon Rashid +3 more
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MOOD SWINGS AND THE FIRM SIZE PREMIUM [PDF]
Oradea Journal of Business and EconomicsEvidence accumulated in the literature indicates that the size effect is related to corporate and macroeconomic variables and is paid to compensate for bearing risk. We show that the size premium is also driven by daily variations in investors’ moods. We
Iyad SNUNU
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Return on sales in the Czech building industry? Does firm size matter? [PDF]
SHS Web of Conferences, 2023 The presented paper explores the link between firm size and returns on sales (RoS) in Czech building companies. We examined how different business sizes relate to the return on sales, considering staff numbers and the RoS movement over a period.
Krulický Tomáš, Potužník Dominik
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Company fundamentals as determinants of firm-level equity premiums: Evidence from an emerging economy [PDF]
Panoeconomicus, 2021 Equity premium is a vital number to consider in finance when making fund allocations and investment decisions. This study explores the relationship between (controllable) determinants of firm-level equity premiums in the context of the Pakistan stock ...
Imran Muhammad
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工程科学学报, 2023 This study analyzes the feed-in tariff strategy of steel enterprises in the context of the steel industry’s electricity market, which is composed of waste heat and pressure (WHP) power generation and traditional thermal power generation.
Chao ZHANG, Xin-xin ZHANG
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The size premium as a lottery [PDF]
The European Journal of Finance, 2018 We investigate empirically the dependence of the size effect on the top performing stocks in a cross-section of risky assets separated by industry. We propose a test for a lottery-style factor payoff based on a stochastic utility model for an under-diversified investor.
Richard J. McGee, Jose Olmo
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Is There a Size Premium for Nations?
Journal of the Knowledge Economy, 2022 Comment: Pages 44, 9 tables, 5 ...
Jože P. Damijan +2 more
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Are Country and Size Risks Priced in the Brazilian Stock Market? [PDF]
BAR: Brazilian Administration Review, 2017 When estimating a firm’s cost of equity for valuation and other purposes in emerging markets without (or with only partial) capital market integration, many practitioners include a premium for country risk.
Antonio Zoratto Sanvicente +2 more
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Assessing rural farmers’ willingness to pay for crop insurance scheme: Evidence from Rwanda
Cogent Economics & Finance, 2022 Agriculture plays a significant role in Rwanda’s economic growth but is still highly rain-fed with risks and losses caused by adverse natural and climate shocks. Agricultural insurance schemes are widely recognized as potential risk management strategies.
Jules Ngango +2 more
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