The Survivorship Bias, Share Price Effect and Small Firm Effect in Malaysian Markets
Tan, Siew Ngoh (2007) The Survivorship Bias, Share Price Effect and Small Firm Effect in Malaysian Markets. [Dissertation (University of Nottingham only)] (Unpublished)
This study aims to examine the relation between average returns, firm size, and price levels for Malaysian stocks after controlling for survivorship bias from the period 1995 to 2003. This period consist of pre-economy crisis 1995-1996, during economy crisis 1997-1998, and post economy crisis 1999-2006. The main objective of the study was to examine the small firm size effect for difference proce levels in Malaysian market.
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