<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "Effect of size and book-to-market on stock returns: evidence in Malaysia "^^ . "This study examines the information content of two firm-specific characteristics', firm\r\nsize and book-to-market effect on the Malaysian Stock market returns for the year 2004\r\nand 2005. A sample of seventy companies stocks listed in Kuala Lumpur Stock Exchange\r\nComposite Index was used for this study.\r\nThe regression results show a negative relationship between book-to-market and stock\r\nreturns. However, the results from the various sectors did not show any significant effect\r\nof book-to-market on stock returns. The finding is contrary to Fama and French (1992) in\r\nwhich positive relationship between book-to-market and stock returns was observed.\r\nEmpirical results prove that book-to-market ratio cannot explain cross sectional variation\r\nin stock returns and has weak support in Malaysia context, while the size effect is not\r\nsignificant. Thus the overall results show that both book-to-market ratio and firm size do\r\nnot have impact on stock returns. The evidence appears to support the efficient market\r\nhypothesis. (Author's abstract)"^^ . "2006-08" . . . "Open University Malaysia (OUM)"^^ . . . "Centre for Graduate Studies (CGS), Open University Malaysia (OUM)"^^ . . . . . . . . . "Tat Kong"^^ . "Yee"^^ . "Tat Kong Yee"^^ . . "Open University Malaysia (OUM)"^^ . . . . . . . "Effect of size and book-to-market on stock returns: evidence in Malaysia (Text)"^^ . . . . . "yee_effect.pdf"^^ . . . "Effect of size and book-to-market on stock returns: evidence in Malaysia (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "Effect of size and book-to-market on stock returns: evidence in Malaysia (Other)"^^ . . . . . . "preview.jpg"^^ . . . "Effect of size and book-to-market on stock returns: evidence in Malaysia (Other)"^^ . . . . . . "medium.jpg"^^ . . . "Effect of size and book-to-market on stock returns: evidence in Malaysia (Other)"^^ . . . . . . "small.jpg"^^ . . "HTML Summary of #322 \n\nEffect of size and book-to-market on stock returns: evidence in Malaysia \n\n" . "text/html" . . . "HG Finance"@en . .