1. Style effects in the cross-sectionof stock returnsMelvyn Teo Sung Jun WooPresenter D ChinbatProf. When Shen LiNational Dong hwa universityDepartment of Finance 2. Content…
Slide 1 What’s New With Investment Styles? Slide 2 Past Performance as a Determinant of Return Predictive Ability of Past Performance Source: Morningstar 505 50% 1990-19941995-1999…