Irina Prodan
Broschiertes Buch

The leading role of large capitalization portfolio returns over small capitalization portfolio returns

A comparison between emerging and developed markets

Versandkostenfrei!
Versandfertig in 1-2 Wochen
19,95 €
inkl. MwSt.
Weitere Ausgaben:
PAYBACK Punkte
0 °P sammeln!
Master's Thesis from the year 2012 in the subject Economics - Economic Cycle and Growth, grade: 1, VU University Amsterdam , language: English, abstract: This study examines the lead-lag patterns on the European markets between returns on portfolios sorted by size. Additionally, we test for two novel factors to explain lead-lag effects - size distribution and market efficiency. A chief separation between countries is established based on stock market development, and lead-lag structures are analyzed in the context of this partition. Country-by-country regressions are employed to prove the lead...