A new insight into value premium and size premium
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. Mid-market-capitalisation portfolios exhibit zero VP and mid-price-to-book portfolios, zero S...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2019-12-01
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| Series: | IIMB Management Review |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S0970389616301215 |