Francisco X. Campos, Camille Rhiann Lubic, Ryan W. McEvily
Download Project (127 KB)
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.
Tony S. Caporale, Robert D. Dean
Primary Advisor's Department
Economics and Finance
Stander Symposium project, School of Business Administration
United Nations Sustainable Development Goals
"Style Investing: A Study in Long Term Performance of Growth and Value Stock Portfolios, 2009-2021." (2022). Stander Symposium Projects. 2662.