Predictability of the Swiss Stock Market with Respect to Style
Download or Read eBook Predictability of the Swiss Stock Market with Respect to Style PDF written by Patrick Scheurle and published by Springer Science & Business Media. This book was released on 2010-07-03 with total page 185 pages. Available in PDF, EPUB and Kindle.
| Author | : Patrick Scheurle |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 185 |
| Release | : 2010-07-03 |
| ISBN-10 | : 9783834987297 |
| ISBN-13 | : 3834987298 |
| Rating | : 4/5 (97 Downloads) |
Book Synopsis Predictability of the Swiss Stock Market with Respect to Style by : Patrick Scheurle
Book excerpt: 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.
