Search Results for: Cross Sectional Variation Of Measurement Error And Predictability Of Earnings And Stock Returns

In capital markets research, market expectation of future earnings plays a vital role. However, almost all proxies inevitably measure the market expectation of

My dissertation consists of three chapters that study various aspects of stock return predictability. In the first chapter, I explore the interplay between the

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

Value stocks have historically outperformed growth stocks in most of the major international markets. Many researchers attribute this phenomenon to overly optim