This study proposes a new threshold model that differentiates between the size and sign-
dependent responses of large-and small-cap exchange-traded funds (ETFs) to changes in …

The connectedness dynamics between large-, mid-, and small-cap stocks is investigated
using the forecasted error variance decomposition (FEVD) spillover framework of Diebold …

This study contributes to the ongoing debate on the size effect and size-based investment
styles by investigating the return and volatility spillovers and time-varying conditional …

We first document the empirical regularity of significant style-level momentum returns in
international data. Then we test some Barberis and Shleifer (2003) propositions regarding …

The present study examines the Indian small-cap cycle between April 2011 and March
2022. The ordinary least squares (OLS) estimate shows that investors can benefit from …

When companies are looking to raise funds for growth and increasing firm value, equity and
debt are the only options at their disposal. In raising equity, companies can sell their stock to …

Nowadays, investing has become a more common economic practice for households (Xiao
& Tao, 2020; UNCTAD, 2021). The 5% increase in total financial assets of households …

When companies are looking to raise funds for growth and increasing firm value, equity and
debt are the only options at their disposal. In raising equity, companies can sell their stock to …

The executive directors of companies serve as the agents of the shareholders and should
serve their best interests in managing the company. However, according to the common …

Актуальность темы исследования. В настоящее время капитализация компании
является общепринятым показателем на фондовом рынке, а управление …