Predictability of the Swiss Stock Market with Respect to Style (Record no. 113059)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02436nam a22004695i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-8349-8729-7 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20140220084553.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 100701s2010 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783834987297 |
| -- | 978-3-8349-8729-7 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-3-8349-8729-7 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG1-9999 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG4501-6051 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG1501-HG3550 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | KFF |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | KFFK |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS027000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS004000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 657.8333 |
| Edition number | 23 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 658.152 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Scheurle, Patrick. |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Predictability of the Swiss Stock Market with Respect to Style |
| Medium | [electronic resource] / |
| Statement of responsibility, etc | by Patrick Scheurle. |
| 264 #1 - | |
| -- | Wiesbaden : |
| -- | Gabler, |
| -- | 2010. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XXIII, 165p. 10 illus. |
| Other physical details | online resource. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Literature Review -- Return Predictability and the Real Economy -- Study Design and Data -- Empirical Part I – Testing for Predictability -- Forecasting Models -- Empirical Part II – Investment Strategies -- Conclusion. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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 research. 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. The evidence found supports the view that time-varying risk premia for cyclical risks might induce return predictability. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Economics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Banks and banking. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Economics/Management Science. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance /Banking. |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Printed edition: |
| International Standard Book Number | 9783834921918 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-3-8349-8729-7 |
| 912 ## - | |
| -- | ZDB-2-SBE |
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