IES Management College And Research Centre

SIZE EFFECT AND SEASONALITY IN SIZE-SORTED PORTFOLIOS: EVIDENCES FROM INDIA (Record no. 40904)

MARC details
000 -LEADER
fixed length control field 01756nam a22001697a 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20151215192510.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 151215b xxu||||| |||| 00| 0 eng d
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name SHARMA, RENUKA: MEHTA, KIRAN
9 (RLIN) 20140
245 ## - TITLE STATEMENT
Title SIZE EFFECT AND SEASONALITY IN SIZE-SORTED PORTFOLIOS: EVIDENCES FROM INDIA
Statement of responsibility, etc SHARMA, RENUKA
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc JAIPUR
Name of publisher, distributor, etc DR. PRAVEEN JAIN - RESEARCH DEVELOPMENT ASSOCIATION
Date of publication, distribution, etc SEPTEMBER 2015
300 ## - PHYSICAL DESCRIPTION
Extent 3-36
500 ## - GENERAL NOTE
General note THE SIZE OR MARKET CAP OF A COMPANY IS A REFLECTION OF ITS BUSINESS ACTIVITIES. THE STYLE MANAGERS HAVE ARGUED THAT IT IS NOT MANDATORY TO INVEST IN A LARGE CAP STOCK. A STYLE BASED ON MID-CAP OR SMALL-CAP CAN ALSO RESULT IN ABNORMAL RETURNS. ONCE A PORTFOLIO STRATEGY IS DRAWN, THE NEXT FOCUS OF A PORTFOLIO MANAGER IS TO IDENTIFY IF ANY SPECIFIC TIME IN A CALENDAR YEAR EXISTS WHICH MAY RESULT IN SIGNIFICANT ABNORMAL RETURNS. THE OBJECTIVE OF PRESENT STUDY IS TO EXAMINE THE SIZE EFFECT, I.E., SIZE OF THE STOCK AFFECT THE RETURN PERFORMANCE OF THE SIZE-SORTED PORTFOLIO OR NOT. IN ADDITION TO THIS, THE SEASONAL PERFORMANCE OF THE PORTFOLIOS HAS ALSO BEEN EXAMINED TO STUDY MONTH OF THE YEAR AMOMALY. THE PRESENT STUDY HAS TAKEN A TIME PERIOD OF AROUND 20 YEARS, I.E., MARCH 1995 TO MARCH 2015. THE FINDINGS OF THE PRESENT STUDY HAVE GIVEN VARIOUS CUES FOR SIZE EFFECT AND SEASONALITY IN SIZE-SORTED PORTFOLIOS. FOR A LONGER-TERM INVESTMENT, ALL SIZE-SORTED PORTFOLIOS PERFORM SIGNIFICANTLY. THEREFORE INVESTORS CAN INVEST IN ANY TYPES OF SIZE-SORTED PORTFOLIO DEPENDING UPON THEIR INCOME LEVEL.
651 ## - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME
Geographic name EQUITY PORTFOLIOS, INDIAN STOCK MARKET, SIZE EFFECT, SEASONALITY
9 (RLIN) 20141
773 0# - HOST ITEM ENTRY
Host Biblionumber 29506
Host Itemnumber 55702
Main entry heading
Edition
Place, publisher, and date of publication
Other item identifier 5555125
Title JOURNAL OF ACCOUNTING AND FINANCE
Record control number
International Standard Serial Number
International Standard Book Number
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Journal Article
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Date acquired Total Checkouts Full call number Barcode Date last seen Price effective from
    Dewey Decimal Classification     Main Library Main Library 15/12/2015   VOL. 29, NO. 2/5555125JA1 5555125JA1 15/12/2015 15/12/2015

Circulation Timings: Monday to Saturday: 8:30 AM to 9:30 PM | Sundays/Bank Holiday during Examination Period: 10:00 AM to 6:00 PM