Haq, Ikram ul; Rashid, Kashif - In: Oeconomics of Knowledge 6 (2014) 1, pp. 10-31
The purpose of this paper is to examine the relationship between firm size and excess stock returns in Pakistani market. We construct a set of 10 portfolios based on size i.e., market capitalization, total assets and sales for the period between 2007 and 2011, and analyze the annual stock...