Browsing Theses and Dissertations by Subject "Portfolio based"
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Value premium and the effect of size: evidence from Nairobi stock exchange
(School of business, 2009)Fama and French report a value premium of 7.86 % per annum on the universe of NYSE, AMEX and NASDAQ for the period 1963 to 1995. Loughran( 1997), however establishes that the value premium is driven by small cap stocks. ...