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Firm size and book-to-market equity on behavior of stock returns

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dc.contributor.author Shafana, M.A.C.N.
dc.date.accessioned 2015-09-18T06:11:19Z
dc.date.available 2015-09-18T06:11:19Z
dc.date.issued 2013-07-06
dc.identifier.citation Proceedings of the Third International Symposium 2013, pp. 45-51
dc.identifier.issn 9789556270426
dc.identifier.uri http://ir.lib.seu.ac.lk/handle/123456789/512
dc.description.abstract The aim of this paper is to examine the behaviour of stock returns of Sri Lankan companies with respect to two popularly known firm level characteristics: firm size and book-to-market equity, employing multi factor model for the period span from 2007 to 2011.Empirical findings from multiple regression analysis reveal that book-to-market equity has positive role in behavior of stock returns while firm size has expected negative direction in behavior of stock returns and not significant. en_US
dc.language.iso en_US en_US
dc.publisher South Eastern University of Sri Lanka en_US
dc.subject Firm Size en_US
dc.subject Book-to-Market Equity en_US
dc.subject Stock Returns en_US
dc.title Firm size and book-to-market equity on behavior of stock returns en_US
dc.title.alternative empirical evidence from Colombo stock exchange en_US
dc.type Full paper en_US


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