The time-variation in style effects in the UK stock market
The thesis extends most previous studies on static version of style effects in the overall period to their time-varying properties in the dynamic macroeconomic conditions and market states in the UK Stock Market. It deals with four research questions on style effects in the UK Stock Market in four e...
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University of Strathclyde
2013
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.576427 |