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Type: BOOK - Published: 2011 - Publisher:
In capital markets research, market expectation of future earnings plays a vital role. However, almost all proxies inevitably measure the market expectation of
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My dissertation consists of three chapters that study various aspects of stock return predictability. In the first chapter, I explore the interplay between the
Language: en
Pages: 0
Pages: 0
Type: BOOK - Published: 2023 - Publisher:
I develop and test a new machine learning method for estimating cross-sectional firm-level expected returns. My approach adapts the loss function of a random fo
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Type: BOOK - Published: 2005 - Publisher:
Value stocks have historically outperformed growth stocks in most of the major international markets. Many researchers attribute this phenomenon to overly optim
Language: en
Pages: 43
Pages: 43
Type: BOOK - Published: 2008 - Publisher:
In this paper, we assess the degree to which ERCs reported in the literature may be attenuated due to measurement errors in the proxies for the earnings expecte