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Size and value risk in financial firms |
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| Institution: | 1. Department of Finance, Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong;2. School of Accounting and Finance, Hong Kong Polytechnic University, Hung Hom, Hong Kong;1. Research Institute of Economics and Management, Southwestern University of Finance and Economics, China;2. Graduate School of International Management, International University of Japan, Japan;3. Shidler College of Business, University of Hawaii at Manoa, United States |
| Abstract: | |
| Keywords: | Empirical asset pricing Arbitrage pricing theory Fama–French factors Nelson and Siegel model |
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