Add to ORKGIn this study, high quality stocks are defined as stocks with high returns on equity (ROE). Low quality stocks have low ROEs. The first hypothesis to be tested is that high ROE stocks outperform low ROE stocks over long periods of time (the persistence factor). A second hypothesis to be tested is that high ROE stocks outperform low ROE stocks in periods of market downturns and high volatility. A third hypothesis to be tested is that low ROE stocks outperform during market rebound periods. S&P 500 stocks are used in the analysis and the S&P 500 SPDR ETF (SPY) is used as a performance benchmark.https://ecommons.udayton.edu/stander_posters/1972/thumbnail.jp
Based on the studies of Eugene Fama, Cliff Asness, Robert Novy-Marx and others, profitability is con...
In highly volatile market periods, many investors tend to reduce their risk by purchasing higher qua...
The purpose of this thesis is to investigate the effect company quality has in explaining IPO return...
Academic studies by Eugene Fama and Kenneth French as well as Robert Novy Marx identify profitabilit...
In this study I use debt-to-equity as both a measure of safety and leverage. Low debt-to-equity stoc...
A number of investment managers use high quality stocks as a key to their investment strategy. In th...
Master's thesis in Industrial EconomicsThis thesis seeks to further investigate the quality factor w...
Empirical research by financial economists show that small cap stocks outperform large cap stocks an...
This thesis seeks to further investigate the quality factor which is reported in the research litera...
In this thesis, we investigate if the quality minus junk (QMJ) factor can be used to predict the st...
The purpose of this study is to determine which S&P 500 sectors outperform in four types of markets....
The purposes of this study is to examine the impact on high quality mega cap stocks of four factors:...
This study investigates how the quality of stocks owned by mutual funds affects the performance of t...
This study investigates how the quality of stocks owned by mutual funds affects the performance of t...
In highly volatile market periods, many investors tend to reduce their risk by purchasing large cap,...
Based on the studies of Eugene Fama, Cliff Asness, Robert Novy-Marx and others, profitability is con...
In highly volatile market periods, many investors tend to reduce their risk by purchasing higher qua...
The purpose of this thesis is to investigate the effect company quality has in explaining IPO return...
Academic studies by Eugene Fama and Kenneth French as well as Robert Novy Marx identify profitabilit...
In this study I use debt-to-equity as both a measure of safety and leverage. Low debt-to-equity stoc...
A number of investment managers use high quality stocks as a key to their investment strategy. In th...
Master's thesis in Industrial EconomicsThis thesis seeks to further investigate the quality factor w...
Empirical research by financial economists show that small cap stocks outperform large cap stocks an...
This thesis seeks to further investigate the quality factor which is reported in the research litera...
In this thesis, we investigate if the quality minus junk (QMJ) factor can be used to predict the st...
The purpose of this study is to determine which S&P 500 sectors outperform in four types of markets....
The purposes of this study is to examine the impact on high quality mega cap stocks of four factors:...
This study investigates how the quality of stocks owned by mutual funds affects the performance of t...
This study investigates how the quality of stocks owned by mutual funds affects the performance of t...
In highly volatile market periods, many investors tend to reduce their risk by purchasing large cap,...
Based on the studies of Eugene Fama, Cliff Asness, Robert Novy-Marx and others, profitability is con...
In highly volatile market periods, many investors tend to reduce their risk by purchasing higher qua...
The purpose of this thesis is to investigate the effect company quality has in explaining IPO return...