Davison, Freddy; Marsden, Alastair; Veeraraghavan, Madhu - In: International Review of Financial Analysis 17 (2008) 5, pp. 1012-1028
In this paper we investigate the relationship between growth in future Gross Domestic Product (GDP) and Industrial Production (IDP) and the performance of SMB (small stocks minus big stocks) and HML (High book-to-market stocks minus low book-to-market stocks) portfolios for equities listed in...