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What drives the value premium? : risk versus mispricing ; evidence from international markets

Chaves, Denis B.; Hsu, Jason C.; Kalesnik, Vitali; … - In: Journal of investment management : JOIM 11 (2013) 4, pp. 22-39

Persistent link: https://www.econbiz.de/10010357098

What Drives the Value Premium? Risk versus Mispricing : Evidence from International Markets

Chaves, Denis B. - 2017

Value stocks outperform growth stocks. The academic literature provides two competing interpretations on what drives the value premium: exposure to risk factors or mispricing of securities. Existing empirical studies, which are largely based on U.S. data, have not conclusively rejected one...

Persistent link: https://www.econbiz.de/10012975711

What Drives the Value Premium? Risk versus Mispricing : Evidence from International Markets

Chaves, Denis B. - 2014

Persistent link: https://www.econbiz.de/10013053660

The duality of value and mean reversion

Beck, Noah; Goto, Shingo; Hsu, Jason C.; Kalesnik, Vitali - In: Portfolio construction, measurement, and efficiency : …, (pp. 229-238). 2017

Persistent link: https://www.econbiz.de/10011602959

Long-term discount rates do not vary across firms

Keloharju, Matti; Linnainmaa, Juhani; Nyberg, Peter - In: Journal of financial economics 141 (2021) 3, pp. 946-967

Persistent link: https://www.econbiz.de/10012873077

Earnings, retained earnings, and book-to-market in the cross section of expected returns

Ball, Ray; Gerakos, Joseph; Linnainmaa, Juhani; … - In: Journal of financial economics 135 (2020) 1, pp. 231-254

Persistent link: https://www.econbiz.de/10012431396

Smart rebalancing

Arnott, Robert D.; Li, Feifei; Linnainmaa, Juhani - In: Financial analysts journal : FAJ 80 (2024) 2, pp. 26-51

Persistent link: https://www.econbiz.de/10014576170