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...
|Main Author:||Scheurle, Patrick.|
|Corporate Author:||SpringerLink (Online service)|
No Tags, Be the first to tag this record!