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- W2739784418 abstract "In this paper, we experiment if returns on micro stocks have any pattern showing significant mean excess returns and we also test whether stock returns are better captured by one factor CAPM and two factor model. Empirical results show that there is a strong size (Micro stocks) effect in stock returns. The results also reveal that size effect is pervasive in all alternative size measures such as total assets and enterprise value. Further, we observe that two factor model is better than CAPM in explaining the stock returns." @default.
- W2739784418 created "2017-08-08" @default.
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- W2739784418 date "2016-04-25" @default.
- W2739784418 modified "2023-09-23" @default.
- W2739784418 title "PERFORMANCE OF MICRO STOCKS IN INDIAN STOCK MARKET" @default.
- W2739784418 hasPublicationYear "2016" @default.
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