Style investing, comovement and return predictability.

By Sunil Wahal, M. Deniz Yavuz. 2013

127 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/914f01ce8e9613315f2c8776600045670148a72a

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Thorsten Glück
2. Zeno Adams

In Finance

1. Thorsten Glück
2. Zeno Adams

Citations in the corpus

• Financialization in commodity markets: A passing trend or the new normal? (2015, methodology): “More recently, Wahal and Yavuz (2013) show that in the past, the regression coefficient on a style factor for stocks was not significantly different from zero but started to show explanatory power beginning in 1988, which coincides with increased use of size and value categorization in mutual funds.”