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9783834921918

Predictability of the Swiss Stock Market With Respect to Style

by
  • ISBN13:

    9783834921918

  • ISBN10:

    3834921912

  • Format: Paperback
  • Copyright: 2010-02-24
  • Publisher: Gabler
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List Price: $79.99

Summary

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.

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