Up the Stairs, Down the Elevator: Valuation Ratios and Shape Predictability in the Distribution of Stock Returns

Working paper

Up the Stairs, Down the Elevator: Valuation Ratios and Shape Predictability in the Distribution of Stock Returns

Paolo Giordani and Michael Halling

Swedish House of Finance Research Paper Series, 05

2017

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Title: Up the Stairs, Down the Elevator: Valuation Ratios and Shape Predictability in the Distribution of Stock Returns
Creators - without role: Paolo Giordani - The Riksbank (SE)
Michael Halling - Stockholm School of Economics, Department of Finance
Series: Swedish House of Finance Research Paper Series; 05
Identifiers: 991001480262106056
Academic Unit: Department of Finance
Language: English
Resource Type: Working paper