Predictability of the Swiss Stock Market with Respect to Style

There is evidence of fairly strong serial correlation in small caps and a lead-lag relationship between large caps and small caps. Moreover, the discussion of a risk premium for cyclical risks which are captured by small caps and value stocks make style portfolios particularly interesting for resear...

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Main Author: Scheurle, Patrick.
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language: English
Published: Wiesbaden : Gabler, 2010.
Subjects:
Online Access: http://dx.doi.org/10.1007/978-3-8349-8729-7
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