Please use this identifier to cite or link to this item:
http://ir.lib.seu.ac.lk/handle/123456789/512| Title: | Firm size and book-to-market equity on behavior of stock returns |
| Other Titles: | empirical evidence from Colombo stock exchange |
| Authors: | Shafana, M.A.C.N. |
| Keywords: | Firm Size Book-to-Market Equity Stock Returns |
| Issue Date: | 6-Jul-2013 |
| Publisher: | South Eastern University of Sri Lanka |
| Citation: | Proceedings of the Third International Symposium 2013, pp. 45-51 |
| 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. |
| URI: | http://ir.lib.seu.ac.lk/handle/123456789/512 |
| ISSN: | 9789556270426 |
| Appears in Collections: | 3rd International Symposium - 2013 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Firm Size and Book to Market Equity.pdf | 109.16 kB | Adobe PDF |  View/Open |
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