Skip to main content
padlock icon - secure page this page is secure

Does the Size Effect Explain the UK Winner-Loser Effect?

Buy Article:

$52.00 + tax (Refund Policy)

Dissanaike (1997) found a long-term winner-loser effect in the UK, within a sample of large (FT500) companies. However, he did not investigate as to whether there was a size effect within his sample, nor did he check to see if it subsumed his winner-loser effect. We find evidence of a size effect within the FT500 sample, and the size and winner-loser effects are not unrelated. But, there is no evidence to suggest that the size effect subsumes the winner-loser effect.
No References
No Citations
No Supplementary Data
No Article Media
No Metrics

Keywords: anomalies; contrarian strategies; efficient market hypothesis; overreaction hypothesis

Document Type: Original Article

Affiliations: University of Cambridge

Publication date: January 1, 2002

  • Access Key
  • Free content
  • Partial Free content
  • New content
  • Open access content
  • Partial Open access content
  • Subscribed content
  • Partial Subscribed content
  • Free trial content
Cookie Policy
Cookie Policy
Ingenta Connect website makes use of cookies so as to keep track of data that you have filled in. I am Happy with this Find out more