Explaining Pacific-Basin Financial Market Returns by Size of Firm
Explaining Pacific-Basin Financial Market Returns by Size of Firm
Author(s): Zhenzhen Sun, Jeffrey E. JarrettSubject(s): Economy
Published by: S.E.I.F at Paris
Keywords: Pacific Basin stock markets; time series regression methods; size of firms
Summary/Abstract: Authors study market return for firms listed on the financial exchanges in Hong Kong, Japan, Taiwan, Thailand, South Korea, and Malaysia (six Pacific Basin Nations. They stud whether we can explain differences in financial returns for firms by the general size of the firms. They investigate whether the associations are systemic (due to firm size) or are due to other factors.
Journal: International Review of Applied Financial Issues and Economics
- Issue Year: 2009
- Issue No: 1
- Page Range: 033-042
- Page Count: 10
- Language: English
