Hasnawati, Sri (2019) The Portfolio Returns of Small and Large Companies: Evidence from The Indonesia Stock Exchange. Proceeding of international Coference IFA 5, 5 (1). pp. 1-12. ISSN AFI V (Submitted)

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Abstract

This study aims to analyze the portfolio returns of the small and large companies. The results of previous studies stated that the small companies obtained greater returns compared to large companies. The present study attempted to verify this conclusion by studying the portfolio returns in the Indonesia Stock Exchange using the 80 stocks that have the lowest capitalization and the largest capitalization of the public companies in Indonesia during the 2013 – 2015 period. Based on the theory of portfolio, it was revealed that the portfolio returns of the small companies were, on average, lower than those of large companies, and the portfolio risks of small companies were higher than those of larger companies. Key words: Small companies, large companies, portfolio returns, portfolio risks JEL Classification: G11

Item Type:	Article
Subjects:	H Social Sciences > HG Finance
Divisions:	Fakultas Ekonomi dan Bisnis (FEB) > Prodi Manajemen
Depositing User:	Dr Sri Hasnawati
Date Deposited:	18 Nov 2019 07:16
Last Modified:	18 Nov 2019 07:16
URI:	http://repository.lppm.unila.ac.id/id/eprint/16920

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