Sehgal, Sanjay; Subramaniam, Srividya; Deisting, Florent - In: The International Journal of Business and Finance Research 8 (2014) 3, pp. 27-46
Korea and South Africa. We find that using the Fama French model (FFM) as performance benchmark the size anomaly is present … compared to CAPM and FFM only in the Indian context. The Fama French model seems to be an appropriate performance benchmark for …