Wang, Ching-Ping; Huang, Hung-Hsi; Huang, Chi-Chung - In: Emerging Markets Finance and Trade 48 (2012) 1, pp. 29-40
model (CAPM) and the Fama-French model. Third, the selected portfolio size plays an important role in portfolio returns …. Fourth, winner and loser profits are positively related to the size factor in the Fama-French model. Finally, the coincident …