SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Technology Stocks : EMC How high can it go? -- Ignore unavailable to you. Want to Upgrade?

To: Gus who wrote (15288)9/17/2003 11:28:12 AM
From: Sam Citron  Respond to of 17183
 
Gus,

I notice you did not include in your excellent table the somewhat questionable November 2001 trough release.nber.org, where it appears that the small-cap one-year performance spread was on the low end of the expected range.

At any rate you are correct that the outperformance of small-caps tends to persist through the second year after recession. In fact, the spread tends to continue to widen through T + 36 months.
morganstanley.com p.3 table

Sam



To: Gus who wrote (15288)9/23/2003 1:49:37 PM
From: Sam Citron  Respond to of 17183
 
OT The latest recession started in March 2001 and ended in November 2001. -- NBER, Cambridge, MA

Do you agree with this statement?



To: Gus who wrote (15288)11/24/2003 1:01:27 PM
From: Sam Citron  Respond to of 17183
 
OT Hearing increasing pre-Jan effect chatter. What is basis behind theory that investors are more disposed to take profits on small caps in December than large caps?


HomeMailHotSubjectMarksPeopleMarksKeepersSettings
Terms Of UseContact UsCopyright/IP PolicyPrivacy PolicyAbout UsFAQAdvertise on SI
© 2025 Knight Sac Media.  Data provided by Twelve Data, Alpha Vantage, and CityFALCON News