John Paul Broussard's, Jussi Mikkonen's, and Vesa Puttonen's article "Style Migration in Europe" Forthcoming in European Financial Management

John Paul Broussard's, Jussi Mikkonen's, and Vesa Puttonen's article "Style Migration in Europe" Forthcoming in European Financial Management

The paper complements the literature on style migration by examining value and size premiums throughout Europe. Information from more than 25 European markets indicates an average value premium of 9.58% per year. The primary determinants of the persistent value outperformance are: 1) value firms migrating to a neutral or growth portfolio, and 2) growth stocks migrating to neutral or value portfolios. The financial health metric F_SCORE helps uncover outperforming stocks ex ante, and provides preliminary evidence on the probability of migration, but only for small stocks.

Related news

Mika Juuti studied the use of machine learning in information security for his dissertation.
Research & Art Published:

Information security researchers need to anticipate the next step of an attacker

In his doctoral studies, Mika Juuti focused on machine learning methods in information security
Photoactive rod-like virus bundle schematic
Press releases, Research & Art, University Published:

Dyes and viruses create new composite material for photooxidation reactions

A recent study shows that native viruses can be employed as a scaffold to immobilise photoactive molecules to potentially oxidise organic pollutants present in wastewater, under visible light irradiation
Academy of Management 2019 logo
Research & Art Published:

SUB researchers to present at the Academy of Management conference in Boston

From August 9-13, several members of the SUB research group will participate in the 79th annual meeting of the Academy of Management in Boston, USA. They will join scholars from across the world to share and discuss the latest research on the conference theme Understanding the Inclusive Organization, examining how organizations impact communities on many different dimensions, from the psychological to the ecological.
Kuva: Sanna Lehto
Cooperation, Research & Art, Studies Published:

Breaking the chain of vulnerability

How empathy, close listening and design thinking enable Claudia Garduño and the AaltoLAB Mexico to find the most urgent problems in an indigenous community.
  • Published:
  • Updated:
Share
URL copied!