Effect of size and book-to-market on stock returns: evidence in Malaysia
This study examines the information content of two firm-specific characteristics', firm size and book-to-market effect on the Malaysian Stock market returns for the year 2004 and 2005. A sample of seventy companies stocks listed in Kuala Lumpur Stock Exchange Composite Index was used for thi...
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| Format: | Thesis |
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2006
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| Online Access: | http://library.oum.edu.my/repository/322/1/yee_effect.pdf http://library.oum.edu.my/repository/322/ |
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