Author(s):
Jeffrey E. Jarrett
University of Rhode Island, Kingston, RI.
Zhenzhen Sun
University of Rhode Island, Kingston, RI.
Send correspondance to Jeffrey E. Jarrett, University of Rhode
Island, Ballentine Hall, Faculty of Management Science and
Finance, 7 Lippitt Road, Kingston RI 02881, 0802, (401, 874,
4169, Voice, 401, 874, 4312, Fax).
E-mail: jejarrett@mail.uri.edu.
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Abstract:
Authors study market return for firms listed on the financial
exchanges in Hong Kong, Japan, Taiwan, Thailand, South Korea,
and Malaysia (six Pacific Basin Nations. They stud whether
we can explain differences in financial returns for firms
by the general size of the firms. They investigate whether
the associations are systemic (due to firm size) or are due
to other factors.
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