Predictability of the Swiss Stock Market with Respect to Style e-bog
436,85 DKK
(inkl. moms 546,06 DKK)
Patrick Scheurle investigates refined market segments such as small value stocks or large growth stocks with respect to return predictability. The empirical research reveals significant positive first-order serial correlation in the returns of large value stocks, large neutral stocks, small neutral stocks, and small growth stocks.
E-bog
436,85 DKK
Forlag
Gabler Verlag
Udgivet
3 juli 2010
Genrer
Finance and the finance industry
Sprog
English
Format
pdf
Beskyttelse
LCP
ISBN
9783834987297
Patrick Scheurle investigates refined market segments such as small value stocks or large growth stocks with respect to return predictability. The empirical research reveals significant positive first-order serial correlation in the returns of large value stocks, large neutral stocks, small neutral stocks, and small growth stocks.