Does the Size Effect Explain the UK Winner-Loser Effect?

16 Pages Posted: 25 Apr 2002

See all articles by Gishan Dissanaike

Gishan Dissanaike

University of Cambridge - Judge Business School

Abstract

Dissanaike (1997) found a long-term effect in the UK, within a sample of large (FT500) companies. However, he did not investigate as to whether there was a size effect within his sample, nor did he check to see if it subsumed his effect. We find evidence of a size effect within the FT500 sample, and the size and effects are not unrelated. But, there is no evidence to suggest that the size effect subsumes the effect.

Suggested Citation

Dissanaike, Gishan, Does the Size Effect Explain the UK Winner-Loser Effect?. Available at SSRN: https://ssrn.com/abstract=309111

Gishan Dissanaike (Contact Author)

University of Cambridge - Judge Business School ( email )

Trumpington Street
Cambridge, CB2 1AG
United Kingdom
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+441 223 339701 (Fax)

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