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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