Essays about: "Eoin Gallagher"
Found 1 essay containing the words Eoin Gallagher.
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1. The predictive power of stock style: size, value-growth orientation and the shape of the future return distribution
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : While there has been extensive research trying to explain the variability in the cross-section of expected stock returns, the predictability of other shape characteristics of the future return distribution is a less studied subject. This thesis investigates the relationship between the size and value-growth orientation of stocks (as measured according to Morningstar) and the shape parameters of their future returns. READ MORE
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