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Edinburgh Napier University

Heather Owen

Heather Owen

Heather Owen

Lecturer

H.Owen@napier.ac.uk

About me
Outputs

School

Business School

Themes

Information Society

Research Areas

Business

Markowitz efficiency and size effect: evidence from the UK stock market.

Hwang, T., Gao, S. S. & Owen, H. (2013). Markowitz efficiency and size effect: evidence from the UK stock market. Review of Quantitative Finance and Accounting.. doi:10.1007/s11156-013-0390-8. ISSN 0924-865X
<p>Hwang, T., Gao, S. S. & Owen, H. (2013). Markowitz efficiency and size effect: evidence from the UK stock market. <i>Review of Quantitative Finance and Accounting.</i>. doi:10.1007/s11156-013-0390-8. ISSN 0924-865X</p>

Academics and practitioners have frequently debated the relationship between market capitalization and expected return. We apply the Markowitz efficient frontier approach to d...

2013
A two-pass model study of the CAPM: evidence from the UK stock market.

Hwang, T., Gao, S. S. & Owen, H. (2011). A two-pass model study of the CAPM: evidence from the UK stock market. Studies in economics and finance. 29, 89-104. doi:10.1108/10867371211229118. ISSN 1086-7376
<p>Hwang, T., Gao, S. S. & Owen, H. (2011). A two-pass model study of the CAPM: evidence from the UK stock market. <i>Studies in economics and finance.</i> <i>29</i>, 89-104. doi:10.1108/10867371211229118. ISSN 1086-7376</p>

Purpose – There has been considerable debate on the linear relationship between systematic risk and return. The purpose of this study is to investigate whether security return...

2011

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