Size matters everywhere : decomposing the small country and small industry premia
Year of publication: |
2018
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Authors: | Zaremba, Adam ; Umutlu, Mehmet |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 43.2018, p. 1-18
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Subject: | Asset pricing | Country size effect | Decomposition | Industry size effect | International investment | Return predictability | Size premium | Small country premium | Betriebsgröße | Firm size | Kapitaleinkommen | Capital income | Kleine offene Volkswirtschaft | Small open economy | Landesgröße | Country size | KMU | SME | Schätzung | Estimation | Risikoprämie | Risk premium | Börsenkurs | Share price | Kleinstaat | Small country | CAPM |
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