Predictability of the Swiss Stock Market with Respect to Style

Paperback Engels 2010 2010e druk 9783834921918
Verwachte levertijd ongeveer 9 werkdagen

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

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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.

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        Predictability of the Swiss Stock Market with Respect to Style