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Predictability of the Swiss Stock Market with Respect to Style Patrick Scheurle 2010 edition
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Predictability of the Swiss Stock Market with Respect to Style
Patrick Scheurle
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.
165 pages, 10 black & white illustrations, 56 black & white tables, biography
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | February 24, 2010 |
| ISBN13 | 9783834921918 |
| Publishers | Springer Fachmedien Wiesbaden |
| Pages | 165 |
| Dimensions | 148 × 210 × 10 mm · 235 g |
| Language | English German |
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