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Gabler Verlag

Predictability of the Swiss Stock Market with Respect to Style

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Product Code: 9783834921918
ISBN13: 9783834921918
Condition: New
$61.47

Predictability of the Swiss Stock Market with Respect to Style

$61.47
 
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.


Author: Patrick Scheurle
Publisher: Gabler Verlag
Publication Date: Feb 24, 2010
Number of Pages: 165 pages
Binding: Paperback or Softback
ISBN-10: 3834921912
ISBN-13: 9783834921918
 

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