Style Investing and Institutional Investors
This paper explores the importance and price implications of style investing by institutional investors in the stock market. To analyze styles, we assign stocks to deciles or segments across three style dimensions: size, value/growth, and sector. We find strong evidence that institutional investors...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2008
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/2542 https://ink.library.smu.edu.sg/context/lkcsb_research/article/3541/viewcontent/StyleInvestingInstitutionalInvestors_2008.pdf |
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| Institution: | Singapore Management University |
| Language: | English |