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.
Read more news
Aalto University is introducing ORCID’s Researcher Connect service
Aalto University is introducing ORCID's Researcher Connect service, which facilitates information transfer between researchers' ORCID profiles and the university's research information management system, ACRIS.
Nature of Process: Exhibition by the students of the ‘Personal Exploration’ Course
Nature of Process is a multi-material exhibition of 14 Master´s students of Aalto ARTS
Doc+ connects research impact with career direction - join the events!
Doc+ panels have brought together wide audiences in February and continue in March with two events to discuss doctoral careers and their diversity.