서지주요정보
韓國 證券市場에서의 企業規模와 관련된 異狀現象에 관한 실증적 연구 = An empirical study on the anomalies based on the firm size in korean stock market
서명 / 저자 韓國 證券市場에서의 企業規模와 관련된 異狀現象에 관한 실증적 연구 = An empirical study on the anomalies based on the firm size in korean stock market / 趙在福.
저자명 조재복 ; Cho, Jae-Bog
발행사항 [서울 : 한국과학기술원, 1986].
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소장정보

등록번호

4103971

소장위치/청구기호

학술문화관(문화관) 보존서고

MMGS 8627

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리뷰정보

초록정보

The purpose of this study is to test empirically the anomalies - the firm size effect and the seasonality of stock return - based on the firm size in Korean stock market. In Korean stock market, there exist attributes that are different from foreign stock market in trading rule, trading cost and the degree of internationalization of stock market. In this situation, the results of this empirical study are different from the literature that is studied in foreign stock markets. The major results are following: 1. The firm size effect occurs weakly. 2. The smallest firm size effect dose not exist, middle size portfolios are holding high excess return and larger size portfolios are doing negative excess return. 3. In the seasonality of the stock return, January effect exist in all firm size portfolios and is not related with firm size. 4. In Korean stock market, the most attribute is April effect and this is related with firm size effect. Asset size can be used as the proxy for firm size for further study and also economic interpretation of April effect should be taken consideration.

서지기타정보

서지기타정보
청구기호 {MMGS 8627
형태사항 iv, 59 p. : 삽도 ; 26 cm
언어 한국어
일반주기 부록 수록
저자명의 영문표기 : Jae-Bog Cho
지도교수의 한글표기 : 장충식
지도교수의 영문표기 : Chung-Sik Chang
학위논문 학위논문(석사) - 한국과학기술원 : 경영과학과,
서지주기 참고문헌 : p. 45-50
주제 Finance.
Stocks.
주식 시장. --과학기술용어시소러스
기업 규모. --과학기술용어시소러스
재무 관리. --과학기술용어시소러스
Business enterprises.
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