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ArticleEquity style timing

Rand Mutooni2007

Article2007

Equity style timing

78 citations·0/0 files stored·Investment Analysts Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Stock Market Forecasting Methods

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References

1992The Cross-Section of Expected Stock Returns 1985Does the Stock Market Overreact?1981The relationship between return and market value of common stocks 1991Efficient Capital Markets: II 1994Contrarian Investment, Extrapolation, and Risk 1995Size and Book-to-Market Factors in Earnings and Returns 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS 1993The journal of financial economics

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2013Style-based effects on the Johannesburg Stock Exchange: A graphical time-series approach 2021Building portfolios based on machine learning predictions 2006The Effect of Market Regimes on Style Allocation 2007Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes 2008What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data 2010The long-term share price reaction to Black Economic Empowerment announcements on the JSE

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Year2007

Typearticle

Published2007-01-01

VenueInvestment Analysts Journal

ISSN-L1029-3523

Languageen

Citations78

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1080/10293523.2007.11082485

openalex_workW2223576609

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2014The impact of new, renewal and termination sponsorship announcements on share price returns

2005Multifactor Evaluation of Style Rotation