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Determinants of Equity Style

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  • John Gallo
  • Chanwit Phengpis
  • Peggy Swanson

Abstract

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Suggested Citation

  • John Gallo & Chanwit Phengpis & Peggy Swanson, 2007. "Determinants of Equity Style," Journal of Financial Services Research, Springer;Western Finance Association, vol. 31(1), pages 33-51, February.
  • Handle: RePEc:kap:jfsres:v:31:y:2007:i:1:p:33-51
    DOI: 10.1007/s10693-007-0005-4
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    Cited by:

    1. Woan-lih Liang & Konan Chan & Wei-Hsien Lai & Yanzhi Wang, 2013. "Motivation for Repurchases: A Life Cycle Explanation," Journal of Financial Services Research, Springer;Western Finance Association, vol. 43(2), pages 221-242, April.
    2. John Gallo & Ying Zhang, 2010. "Global Property Market Diversification," The Journal of Real Estate Finance and Economics, Springer, vol. 41(4), pages 458-485, November.
    3. Paul Gallimore & J. Andrew Hansz & Wikrom Prombutr & Ying Zhang, 2014. "Long-term Cointegrative and Short-term Causal Relations among U.S. Real Estate Sectors," International Real Estate Review, Asian Real Estate Society, vol. 17(3), pages 359-394.
    4. Paul Gallimore & J. Andrew Hansz & Wikrom Prombutr & Ying Zhang, 2014. "Long-term Cointegrative and Short-term Causal Relations among U.S. Real Estate Sectors," International Real Estate Review, Global Social Science Institute, vol. 17(3), pages 359-394.

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    More about this item

    Keywords

    Style investing; style asymmetries; style performance; G11;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

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