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.
- ISBN10 6613171824
- ISBN13 9786613171825
- Publish Date 1 January 2010
- Publish Status Active
- Out of Print 9 February 2012
- Publish Country US
- Imprint Gabler Verlag
- Format eBook
- Pages 185
- Language English