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Author
Zarzecki Dariusz (Uniwersytet Szczeciński)
Title
Premia z tytułu wielkości w wycenie przedsiębiorstw
Size Premium in Business Valuation
Source
Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu, 2009, nr 48, s. 931-944, rys., bibliogr. 17 poz.
Issue title
Zarządzanie finansami firm : teoria i praktyka
Keyword
Wycena przedsiębiorstwa, Kalkulacja stopy zwrotu, Premia, Wskaźnik C/Z
Enterprise valuation, Rate of return calculation, Bonus, Price-earnings ratio P/E
Note
summ.
Abstract
Zagadnienie premii z tytułu wielkości pojawiło się wraz z wynikami badań na temat tzw. anomalii na rynku kapitałowym. W artykule omówiono istotę tych anomalii na przykładzie tzw. efektu wskaźnika cena/zysk oraz efektu wielkości. (fragment tekstu)

The Size Premium is defined as the return on small company stocks in excess of that predicted by the CAPM. It is the additional return that cannot be explained by the betas of small companies. The Premium is to compensate an extra risk resulting from investments in small companies - risk that is not explained by the CAPM. In this paper, the most important issues related to the "Size Effect" and "Size Premium" are examined.(original abstract)
Accessibility
The Main Library of the Cracow University of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics
Szczecin University Main Library
Bibliography
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ISSN
1899-3192
Language
pol
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