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Predictability of the Swiss Stock Market with Respect to Style
Patrick Scheurle
出版Springer Science & Business Media, 2010-07-03
主題Business & Economics / Public FinanceBusiness & Economics / Finance / GeneralBusiness & Economics / Industries / GeneralBusiness & Economics / Economics / General
ISBN38349872989783834987297
URLhttp://books.google.com.hk/books?id=T4WRRpabrZQC&hl=&source=gbs_api
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註釋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.