FIN30016: Financial Accounting Report, SUT, Malaysia The size effect/premium in stock returns is the phenomenon that small-cap stocks on average outperform large-cap stocks over time
The size effect/premium in stock returns is the phenomenon that small-cap stocks on average outperform large-cap stocks over time. Therefore, the size premium can be inferred by the portfolio return difference between a small-sized and a large-sized portfolio (i.e. small minus big). In this assignment, you will evaluate the performance of the size premium across …