Presenter(s)

    Francisco X. Campos, Camille Rhiann Lubic, Ryan W. McEvily

    Comments

    Presentation: 9:00 a.m.-10:15 a.m., Kennedy Union Ballroom

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    Description

    In this study, we take 3 Wilshire Growth ETFs and 3 Wilshire Value ETFs and measure their performance over 3 periods of time: 2009-2019, 2009-2020, 2009-2021. We control for size by sorting the ETFs into large-cap, mid-cap and small-cap stocks. We also classify the ETFs by price weighted ETFs and market value weighted ETFs. We test two hypotheses: (1) Value outperforms growth and small cap stocks outperformlarge cap stocks. Finally, we examine the impact of Covid-19 and the anticipated rise in the Federal Funds Rate on ETF performance.

    Publication Date

    4-20-2022

    Project Designation

    Independent Research

    Primary Advisor

    Tony S. Caporale, Robert D. Dean

    Primary Advisor's Department

    Economics and Finance

    Keywords

    Stander Symposium project, School of Business Administration

    United Nations Sustainable Development Goals

    Quality Education

    Style Investing: A Study in Long Term Performance of Growth and Value Stock Portfolios, 2009-2021.

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