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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| Format: | Electronic |
| Language: | English |
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Wiesbaden :
Gabler,
2010.
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| Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-8349-8729-7 |