Predictability of the Swiss Stock Market with Respect to Style

Name: Predictability of the Swiss Stock Market with Respect to Style
Author: Patrick Scheurle

Specificaties

Paperback, 165 blz. | Engels

Gabler Verlag | 2010e druk, 2010

ISBN13: 9783834921918

Rubricering

Gabler Verlag 2010e druk, 2010 9783834921918

€ 60,99

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Samenvatting

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.

Specificaties

ISBN13:9783834921918

Taal:Engels

Bindwijze:paperback

Aantal pagina's:165

Uitgever:Gabler Verlag

Druk:2010

Hoofdrubriek:Financieel management

Inhoudsopgave

Literature Review.- Return Predictability and the Real Economy.- Study Design and Data.- Empirical Part I – Testing for Predictability.- Forecasting Models.- Empirical Part II – Investment Strategies.- Conclusion.