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    Tanveer Ahmad
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    13 Ansichten2 Seiten

    Table of Contents

    Hochgeladen von

    Tanveer Ahmad
    content

    Copyright:

    © All Rights Reserved
    Als DOCX, PDF, TXT herunterladen oder online auf Scribd lesen
    Markieren Sie unangemessene Inhalte
    von 2

    TABLE OF CONTENTS

    ABSTRACT ...................................................................................Error! Bookmark not defined.

    CHAPTER 1 ..................................................................................Error! Bookmark not defined.

    INTRODUCTION .........................................................................Error! Bookmark not defined.

    1.1 Introduction .....................................................................Error! Bookmark not defined.

    1.2 Significant of the study ...................................................Error! Bookmark not defined.

    1.3 Research Question ...........................................................Error! Bookmark not defined.

    1.4 Research Objectives ........................................................Error! Bookmark not defined.

    1.5 Hypothesis .......................................................................Error! Bookmark not defined.

    1.6 Limitations ......................................................................Error! Bookmark not defined.

    1.7 Delimitations ...................................................................Error! Bookmark not defined.

    CHAPTER 2 ..................................................................................Error! Bookmark not defined.

    LITERATURE REVIEW ..............................................................Error! Bookmark not defined.

    2.1 Explanatory power of CAPM versus FF model ..............Error! Bookmark not defined.

    2.2 Value Premium and Size Premium .................................Error! Bookmark not defined.

    2.3 Source of Value Premium ...............................................Error! Bookmark not defined.

    2.3.1 Behavioral Explanation or Overreaction Hypothesis ..Error! Bookmark not defined.

    2.3.2 Risk based explanation ................................................Error! Bookmark not defined.

    CHAPTER 3 ..................................................................................Error! Bookmark not defined.


    DATA AND METHODOLOGY ...................................................Error! Bookmark not defined.

    3.1 Data Sample and Source .................................................Error! Bookmark not defined.

    3.2 Portfolio Formation .........................................................Error! Bookmark not defined.

    3.3 Unit of analysis................................................................Error! Bookmark not defined.

    3.4 Sample Size .....................................................................Error! Bookmark not defined.

    3.5 Data description...............................................................Error! Bookmark not defined.

    CHAPTER 4 ..................................................................................Error! Bookmark not defined.

    RESULTS AND DISCUSSION ....................................................Error! Bookmark not defined.

    4.1 Size and Value Premium for three portfolios ..................Error! Bookmark not defined.

    4.2 Size and Value Premium for five portfolios....................Error! Bookmark not defined.

    4.3 Value premium in two dimensional sorting and January effectError! Bookmark not

    defined.

    4.4 Monthly distribution of value premium ..........................Error! Bookmark not defined.

    CHAPTER 5 ..................................................................................Error! Bookmark not defined.

    CONCLUSION AND RECOMMENDATIONS ..........................Error! Bookmark not defined.

    REFERENCES ..............................................................................Error! Bookmark not defined.

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