Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 7 of 7 for “"Size Premium"”.
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The value of contractual terms in office leases
… of rent. Furthermore, there is an insignificant "size premium" but the "proportion discount" is significant. In general, other variables, such as location variables and qualitative variables behave as expected, with the exception of the expense type dummy variables. Tenant improvement allowances …
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Essays on investment
… a comparative analysis of the asymmetries in size, value, and momentum premiums and their macroeconomic determinants over the UK economic cycles, using Markov switching approach. We find clear evidence of cyclical variations in the three premiums, most notable in the size premium. …
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Firm-size and wages: a case study of the manufacturing sector in Zimbabwe
… This thesis analyses the link between firm size and wages in the Zimbabwean manufacturing sector and it is structured around three main research questions: (1) What is the link between firm size and wages in the formal and informal manufacturing sector in Zimbabwe? (2) Is there a firm-size …
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Application of the Fama-French Model to Singapore REITs
… for the statistical significance of Market Risk Premium, Size and Value Premiums for both single REITs and REIT portfolios in Singapore from 2009 to 2019. Our results indicate that the Fama French factors have exhibited strong statistical significance in capturing and accounting for Singapore …
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Essays in Empirical Asset Pricing
… account for virtually all of the measured size premium. An empirical proxy for ex ante takeover exposure positively and robustly relates to cross-sectional expected returns. The relation between size and expected returns becomes positive or insignificant, rather than negative, conditional …
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Essays on wage and productivity disparities: empirical studies with a regional focus in Germany and Brazil
… reasons, such as specialization, diversity and size of the county, as well as the more detailed Marshallian agglomeration economies, namely knowledge spillovers and labor market pooling, are jointly tested. It turns out that labor market pooling is the quantitatively most important agglomeration …
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Two Essays on Asset Pricing
… a downward bias in the estimated market risk premiums. The procedure of using portfolio returns and betas does not necessarily eliminate this bias. Depending upon the grouping variable used to form portfolios, the negative covariance between estimated betas and alphas can be increased, …