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Are international value premiums driven by the same set of fundamentals?

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Are international value premiums driven by the same set of fundamentals?

Black, Angela J.; Fraser, Patricia; McMillan, David G. - In: International Review of Economics & Finance 16 (2007) 1, pp. 113-129

Persistent link: https://www.econbiz.de/10005205586

Are International Value Premiums Driven by the Same Set of Fundamentals?

Black, Angela J. - 2002

Value investment styles yield higher returns, on average, than investing in growth stocks. The literature is currently divided on the reasons for this finding. Fama and French (1998) suggest that value stocks are inherently more risky and this non-diversifiable risk should be rewarded in...

Persistent link: https://www.econbiz.de/10012741286