id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ajfa-5241	A, Balakrishnan	Multifactor Explanations of CAPM Anomalies: An Evidence for Indian Stock Market	2014	30	.pdf	application/pdf	10701	441	63	Chan, Karceski, and Lakonishok (1998) take on an empirical work which examines the stock returns’ relation with fundamental factors, technical factors, and macroeconomic factors and they find a significant influence of fundamental factors (accounting based variables) and technical factors (prior returns) in stock returns while poor relation is observed between stocks returns and macroeconomic factors. _____________ 1 Size effect means small stocks (small size companies) outperform big stocks (big size companies) by providing extra-normal returns. He also tests the seasonal effect in stock returns and finds that there is January effect in stock returns and abnormal returns are heavily registered in January.	cache/ajfa-5241.pdf	txt/ajfa-5241.txt