id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ajfa-10056	Abeysekera, Amal Peter; Pulukkuttige Don, Nimal	The Impact of the Financial Sector on Asset Pricing Tests: Evidence from the Colombo Stock Exchange	2016	12	.pdf	application/pdf	5627	227	56	The study finds that the four-factor model; incorporating the market premium, size premium, value premium and momentum premium provides a satisfactory explanation of the variation in the cross-section of average stock returns in the CSE, even when the financial sector is included. The spread in momentum average returns is highest for the small-cap stocks when financial firms are excluded and it is highest for the big-cap stocks when all companies are considered.	cache/ajfa-10056.pdf	txt/ajfa-10056.txt