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Ultimate consumption risk and investment-based stock returns

Kang, Hankil; Kang, Jangkoo; Lee, Changjun - In: The North American journal of economics and finance : a … 42 (2017), pp. 473-486

Persistent link: https://www.econbiz.de/10011938181

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

Investing with style

Asness, Cliff; Ilmanen, Antti; Israel, Ronen; … - In: Journal of investment management : JOIM 13 (2015) 1, pp. 27-63

Persistent link: https://www.econbiz.de/10011635183

Bear beta or speculative beta? : reconciling the evidence on downside risk premium

Wang, Tong - In: Review of finance : journal of the European Finance … 27 (2023) 1, pp. 325-367

Persistent link: https://www.econbiz.de/10013543164

The cross-section of investment and profitability : implications for asset pricing

Kilic, Mete; Yang, Louis; Zhang, Miao Ben - In: Journal of financial economics 145 (2022) 3, pp. 706-724

Persistent link: https://www.econbiz.de/10013475434

A comparison of the value relevance of interim and annual financial statements

Zulu, Mbalenhle; Klerk, Marna de; Oberholster, Johan G. I. - In: South African journal of economic and management sciences 20 (2017) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10011773299

Factor value

Zhang, Shaojun - 2023

Persistent link: https://www.econbiz.de/10014474913

Spectral analysis and the death of value investing

Bezuidenhout, John-Morgan; Van Vuuren, Gary - In: Cogent economics & finance 9 (2021) 1, pp. 1-23

This study explores the redundancy of the value premium by conducting a Fourier analysis. The results illustrate periodicity in the value premium and merges the Adaptive Market Hypothesis with the Efficient Market hypothesis. The value premium is considered to be redundant due to structural...

Persistent link: https://www.econbiz.de/10013184434

Value investing within the universe of S&P500 equities

Smolič, Gašper; Berk Skok, Aleš - In: Economic and business review : EBR 19 (2017) 3, pp. 347-364

Persistent link: https://www.econbiz.de/10012268372

The book-to-market anomaly in the Chinese stock markets

Ho, Kin-Yip; An, Jiyoun; Zhou, Lanyue - In: Journal of East Asian economic integration 19 (2015) 3, pp. 223-241

Persistent link: https://www.econbiz.de/10011376181