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Using point-in-time accounting data, we estimate monthly fair values of 25,000 stocks from 36 countries. A trading strategy based on deviations from fair value earns significant risk-adjusted returns (“alpha”) in most regions, especially the Asia Pacific, that are unrelated to known...
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flows. We find that ownership linkage is a summary measure of investment locale that links investor capital around the world …
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flows. We find that ownership linkage is a summary measure of investment locale that links investor capital around the world …
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flows. We find that ownership linkage is a summary measure of investment locale that links investor capital around the world …
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flows. We find that ownership linkage is a summary measure of investment locale that links investor capital around the world …
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flows. We find that ownership linkage is a summary measure of investment locale that links investor capital around the world …
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