Strengthening is probably more important, and effective, than stretching. Stretching before apparently tends to leave the muscles "loose" and less prepared to exercise. Weak and/or tight calf muscles can contribute to shin splints by making the shins do more of the work in footplant/stance/pronation. So strengthening the calves as well as the shins can help. However, you should work on the entire lower body, starting from the hips and working down through hamstrings, quads, calves, shins, etc.
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