Similar Search Results

An examination of the risk return profile and the market's collective judgment of those firms identified by value line as having the highest market value to book value ratios

Payne, Bruce C.; Wiggenhorn, Joan; Daghestani, Adnan - In: Journal of business and economic perspectives 34 (2008) 2, pp. 88-100

Persistent link: https://www.econbiz.de/10003865822

Building growth and value hybrid valuation model with errors-in-variables regression

Kong, Derick; Lin, Cheng-Ping; Yeh, I.-Cheng; Chang, Wei - In: Applied economics letters 26 (2019) 5, pp. 370-386

Persistent link: https://www.econbiz.de/10012204216

The value premium and uncertainty : an approach by support vector regression algorithm

Bui Thanh Khoa; Tran Trong Huynh - In: Cogent economics & finance 11 (2023) 1, pp. 1-15

Risk premium plays an important role in stock investing. Experiments have shown that value stocks typically have a higher average return than growth stocks; however, this effect persists indefinitely, even disappearing in some stages. Some studies suggested high volatility in the series of...

Persistent link: https://www.econbiz.de/10014500739