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 |