Empirical studies on size anomalies in asia-pacific region bank stock returns = 아시아-태평양 지역 은행주식 수익률 규모현상에 대한 실증분석

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Different from the traditional studies on size effects of stock returns which excludes financial firms from the sample due to its high leverage level, this paper conducts empirical studies on financial firms within Asia Pacific region. The study reveals that there exist size effects in commercial bank stock returns and also uncovers a size factor in the component of bank returns to explain risk-adjusted returns.
Advisors
Lee, Kyuseokresearcher이규석researcher
Publisher
한국과학기술원
Issue Date
2017
Identifier
325007
Language
eng
Description

학위논문(석사) - 한국과학기술원 : 금융공학프로그램, 2017.2,[iii, 39 p. :]

Keywords

Bank stocks▼asize anomalies; size effect▼abank stock return▼asize premium; 은행주▼a규모효과▼a규모이상현상▼a사이즈 프리미엄▼a은행주 수익률

URI
http://hdl.handle.net/10203/242766
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=708750&flag=dissertation
Appears in Collection
KGSF-Theses_Master(석사논문)
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