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 |