Do size and value effects mean that small stocks outperform large stocks or value stocks outperform growth

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Do size and value effects mean that small stocks outperform large stocks or value stocks outperform growth stocks in every year/every month? Explain.

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An Introduction To Financial Markets A Quantitative Approach

ISBN: 9781118014776

1st Edition

Authors: Paolo Brandimarte

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Posted Date: May 08, 2024 08:23 AM

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Do size and value effects mean that small stocks outperform large stocks or value stocks outperform growth

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Expert Answer:

The size and value effects in the stock market refer to longterm historical patterns that suggest smallcap stocks tend to outperform largecap stocks a... View the full answer

An Introduction To Financial Markets A Quantitative Approach

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