Does style investing uniformly affect correlations in small and large markets?
Sign Up to like & getrecommendations! Published in 2020 at "Heliyon"
DOI: 10.1016/j.heliyon.2020.e04881
Abstract: Empirical and theoretical research concurs to show that style investing increases return correlations within assets that are classified into the same style. The theoretical model presented in this study addresses the question of how the… read more here.
Keywords: style investing; uniformly affect; investing uniformly; correlation distortions ... See more keywords
Style investing and firm innovation
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Financial Stability"
DOI: 10.1016/j.jfs.2017.08.005
Abstract: We document that transient, dedicated and quasi-indexed institutional investors exhibit a high degree of within-group heterogeneity with respect to their investment styles (i.e., growth, value, and balanced). We find that growth institutional investors enhance firm… read more here.
Keywords: institutional investors; style investing; innovation; firm innovation ... See more keywords