Malin and Veeraraghavan (2004) challenge the findings of Fama and French (1993, 1996) and document a small size effect
in both France and Germany and a big size effect
in the United Kingdom.
Noting that the coefficient associated with LNP becomes significant again for the first time when the liquidity filter is set equal to the 5th market cap decile, it seems that the top 68 odd shares in terms of market cap may well be the minimum point for the size effect
to be observed on the JSE, given that the size effect
is captured by LNP as the MVLOG factor is not yet significant at this point.
Further analysis of the size effect
in indentation hardness tests of some metals, Journal of Materials Research 10(11): 2908-2915.
2], respectively, and s is the size effect
A noticeable size effect
is evident: fibers of 70 nnt diameter have tensile modulus and tensile strength twice those of fibers of 400 nm diameter.
To enable testing of the problem size effect
, problems composed from pairs with a product [less than or equal to] 25 were classified as small, whereas those with a product [greater than or equal to] 25 were classified as large.
The 19 studies are randomized clinical trials but they have problems related to sample sizes, given that they were small, affecting size effect
The analysis revealed a significant Problem size effect
(F(1, 35) = 36.
I find that the premium related to the size effect
is in large part driven by takeover activity, while takeovers have no real affect on the premium related to book-to-market.
Testing of signification of size effect
incorporated the Z-scores Altman's Model and the non-parametric statistical techniques (Kruskal-Wallis Test and Mann-Whitney U test) for empirical testing based on the cross-sectional data.
3%), although there was no statistical evidence of overall variation in the crowd size effect
between continents ([x.
The difference in the oxide microstructure mainly results from the grain size effect
on the Cr flux since Cr has the highest diffusion coefficient in this system (Tan et al.