Macroeconomics and the value premium

Journal of Asset Management ◽

10.1057/s41260-020-00200-2 ◽

2021 ◽

Author(s):

Brian Jacobsen ◽

Wai Lee

Keyword(s):

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The Expected Value Premium

10.2469/dig.v38.n3.14 ◽

2008 ◽

Vol 38 (3) ◽

pp. 35-36

Author(s):

Michael Kobal

Keyword(s):

Expected Value ◽

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Do Investors Capture the Value Premium?

10.2469/dig.v37.n1.4503 ◽

2007 ◽

Vol 37 (1) ◽

pp. 68-70

Author(s):

Stephen Phillip Huffman

Keyword(s):

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Size and Value Premium in Karachi Stock Exchange

SSRN Electronic Journal ◽

10.2139/ssrn.1122943 ◽

2008 ◽

Author(s):

Nawazish Mirza

Keyword(s):

Stock Exchange ◽

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Size and Value Premium in International Portfolios: Evidence from Fifteen European Countries

SSRN Electronic Journal ◽

10.2139/ssrn.1659936 ◽

2010 ◽

Author(s):

Nawazish Mirza ◽

Ayesha Afzal

Keyword(s):

Value Premium ◽

European Countries ◽

International Portfolios

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The Dual Role of (Private) Information and its Effect on Value Premium

SSRN Electronic Journal ◽

10.2139/ssrn.1787016 ◽

2011 ◽

Author(s):

Qiang Kang ◽

Lixin Huang

Keyword(s):

Private Information ◽

Dual Role ◽

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Implied Returns and the Value Premium

SSRN Electronic Journal ◽

10.2139/ssrn.1928900 ◽

2011 ◽

Author(s):

Joseph Goebel

Keyword(s):

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The Puzzling Countercyclicality of the Value Premium: Empirics and a Theory

SSRN Electronic Journal ◽

10.2139/ssrn.1970109 ◽

2011 ◽

Author(s):

Maurizio Montone

Keyword(s):

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Value Premium Across Countries

SSRN Electronic Journal ◽

10.2139/ssrn.2005674 ◽

2011 ◽

Author(s):

Daehwan Kim

Keyword(s):

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Identifying the Value Premium: A Test of Mutual Fund Performance Measures

SSRN Electronic Journal ◽

10.2139/ssrn.2139819 ◽

2012 ◽

Author(s):

Glenn N. Pettengill ◽

George Chang ◽

C. James Hueng

Keyword(s):

Performance Measures ◽

Mutual Fund ◽

Fund Performance ◽

Value Premium ◽

Mutual Fund Performance

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Labor Leverage and the Value Premium

SSRN Electronic Journal ◽

10.2139/ssrn.2668359 ◽

2015 ◽

Author(s):

Andres F Donangelo ◽

Francois Gourio ◽

Miguel Palacios

Keyword(s):

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