Size anomalies in U.S Commercial Bank stock returns
In this thesis I use 240 U.S. commercial bank stocks to analyze their returns from 1999 to 2014. My results show that in the full sample period there is size anomaly among the U.S. commercial banks. Largest banks outperform smallest banks after 5 normal risks are adjusted. The stock price of the lar...
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| Format: | masterThesis |
| Language: | eng |
| Published: |
2016
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10400.14/21038 |
| Country: | Portugal |
| Oai: | oai:repositorio.ucp.pt:10400.14/21038 |