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What is Analyzing the Small Cap Effect on Returns about?

This document is a seminar paper submitted by a student on the topic of the small cap effect. It provides an introduction to the paper and outlines the table of contents which will review relevant literature, perform an empirical analysis, and conclude with potential investment strategies. The literature review section summarizes four papers from 1981 to 2011 that examine the small cap effect and potential explanations, with mixed evidence over time as to whether the effect remains valid.

Author

Nicolas L

Language

EN