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

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dc.contributor.authorShafana, M.A.C.N.
dc.date.accessioned2015-09-18T06:11:19Z
dc.date.available2015-09-18T06:11:19Z
dc.date.issued2013-07-06
dc.description.abstractThe 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.identifier.citationProceedings of the Third International Symposium 2013, pp. 45-51
dc.identifier.issn9789556270426
dc.identifier.urihttp://ir.lib.seu.ac.lk/handle/123456789/512
dc.language.isoen_USen_US
dc.publisherSouth Eastern University of Sri Lankaen_US
dc.subjectFirm Sizeen_US
dc.subjectBook-to-Market Equityen_US
dc.subjectStock Returnsen_US
dc.titleFirm size and book-to-market equity on behavior of stock returnsen_US
dc.title.alternativeempirical evidence from Colombo stock exchangeen_US
dc.typeFull paperen_US

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