Browsing Closed by Author "Casavecchia, Lorenzo"

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Browsing Closed by Author "Casavecchia, Lorenzo"

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  • Mar, Joanne; Bird, Ronald; Casavecchia, Lorenzo; Yeung, Danny (Australian Graduate School of Management, 2009)
    Capitalisation-weighted indexes provide the basis for passive investment strategies designed to capture market performance. However, these cap-weighted indexes are claimed to be sub-optimal because of their tendency to ...
  • Bird, Ronald; Casavecchia, Lorenzo; Pellizzari, Paolo; Woolley, Paul (Springer, 2011)
    One of the necessary features of markets to produce efficient pricing is competition between information-based investors who quickly impound new information into price. However, a significant proportion of funds invested ...
  • Bird, Ronald; Casavecchia, Lorenzo (Routledge, 2007)
    The well-documented market underperformance of the majority of value and growth stocks over a 12-month holding period reflects that traditional valuation metrics might tell us whether a stock is potentially cheap or ...
  • Bird, Ronald; Casavecchia, Lorenzo (Emerald Group Publishing, 2007)
    Abstract: Purpose The purpose of this research is to study the extent to which various price and earnings momentum measures can be used to enhance portfolio performance by better timing entry into value stocks (and ...