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Style Investing, Comovement and Return Predictability · Study

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PreprintStyle Investing, Comovement and Return Predictability

Sunil Wahal2008

OA

Preprintgreen2008

Style Investing, Comovement and Return Predictability

Sunil Wahal · M. Deniz Yavuz

27 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

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References

1993Common risk factors in the returns on stocks and bonds 1992The Cross-Section of Expected Stock Returns 1973Risk, Return, and Equilibrium: Empirical Tests 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 2006The Cross‐Section of Volatility and Expected Returns n.d.A model of investor sentiment /2020Integración de los mercados financieros Latinoamericanos por medio de MILA 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?

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Details

Year2008

Typepreprint

Published2008-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations27

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1259871

openalex_workW1963810602

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