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1
Value premium and implied equity duration in the Japanese stock market
Fukuta, Yuichi
;
Yamane, Akiko
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 102-121
Persistent link: https://www.econbiz.de/10011475648
Saved in:
2
Investor attention, information acquisition, and value premium : a mispricing perspective
Ahmad, Fawad
;
Oriani, Raffaele
- In:
International review of financial analysis
79
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013349824
Saved in:
3
Efficiency of capital markets : a new perspective on the value premium and day-of-the-week effect
Procasky, William J.
;
Raja, Zubair Ali
;
Oyotode, Renée
- In:
International journal of portfolio analysis and …
2
(
2018
)
2
,
pp. 114-140
Persistent link: https://www.econbiz.de/10012253640
Saved in:
4
Value return predictability across asset classes and commonalities in risk premia
Yara, Fahiz Baba
;
Boons, Martijn
;
Tamoni, Andrea
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
2
,
pp. 449-484
Persistent link: https://www.econbiz.de/10012546171
Saved in:
5
Idiosyncratic volatility and the cross-section of anomaly returns : is risk your ally?
Zaremba, Adam
;
Maydybura, Alina
- In:
Applied economics
51
(
2019
)
49
,
pp. 5388-5397
Persistent link: https://www.econbiz.de/10012197236
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6
Does behavioural risk explain the value premium? : a study of Indian equity market
George, Saji
;
Suresh, P. Srinivasa
- In:
International Journal of Financial Markets and …
8
(
2022
)
3
,
pp. 205-222
Persistent link: https://www.econbiz.de/10013255826
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7
A closer look at value premium : literature review and synthesis
Pätäri, Eero
;
Leivo, Timo
- In:
Journal of economic surveys
31
(
2017
)
1
,
pp. 79-168
Persistent link: https://www.econbiz.de/10011757022
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8
Value premium and portfolio return regime : evidence from European equities
Tsuji, Chikashi
- In:
Modern economy
9
(
2018
)
3
,
pp. 434-442
Persistent link: https://www.econbiz.de/10011870390
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9
News-based sentiment and the value premium
Fabozzi, Francesco A.
;
Nazemi, Abdolreza
- In:
Journal of international money and finance
136
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014333316
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10
Dynamic attention behavior under return predictability
Andrei, Daniel
;
Hasler, Michael
- In:
Management science : journal of the Institute for …
66
(
2020
)
7
,
pp. 2906-2928
Persistent link: https://www.econbiz.de/10012268553
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