Investigating the Size and Value Effect in Determining Performance of Australian Listed Companies: A Neural Network Approach

This paper explores the size and value effect in influencing performance of individual companies using backpropagation neural networks. According to existing theory, companies with small market capitalization and high book to market ratios have a tendency to perform better in the future. Data from over 300 Australian Stock Exchange listed companies between 2000

• Type: Conference
• Year: 2006
• Where: AUSDM
• Authors: Justin Luu, Paul J. Kennedy
• Keywords: AUSDM 2006, Data Mining, Market Capitalization, Market Ratio, Value Effect