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Cooperation mode selection and information sharing in a live streaming e-commerce supply chain with traffic data investment. [PDF]
PLoS OneWang H, Zhu A, Yu L, Mu D, Meng Z.
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Redistributive effects of China's urban-rural resident basic medical insurance: a theoretical model and empirical analysis. [PDF]
Front Public HealthJi W, Chu F, Qin Y.
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Resurrecting the Value Premium
SSRN Electronic Journal, 2020The prolonged poor performance of the value factor has led to doubts about whether the value premium still exists. Some have noted that the observed returns still fall within statistical confidence intervals, but such arguments do not restore full confidence in the value premium.
David Blitz, Matthias X. Hanauer
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SSRN Electronic Journal, 2011
MSCI Value Weighted Indices are systematic indices that aim to reflect the value premium by employing an alternative weighting scheme that tilts the index towards stocks with lower valuation ratios. In this paper, we review the theoretical aspects of value weighted indices and through empirical studies we discuss the important facets of index ...
Madhusudan Subramanian +3 more
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MSCI Value Weighted Indices are systematic indices that aim to reflect the value premium by employing an alternative weighting scheme that tilts the index towards stocks with lower valuation ratios. In this paper, we review the theoretical aspects of value weighted indices and through empirical studies we discuss the important facets of index ...
Madhusudan Subramanian +3 more
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Review of Pacific Basin Financial Markets and Policies, 2023
The book-to-market ratio’s numerator adds assets and liabilities differing in risk. We propose a test for the value premium and its sources. Individual balance sheet holdings are divided by firm size. When associated risk premium coefficients are equal, an overall book-to-market is appropriate.
Peter Chinloy, Matthew Imes, Wendy Liu
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The book-to-market ratio’s numerator adds assets and liabilities differing in risk. We propose a test for the value premium and its sources. Individual balance sheet holdings are divided by firm size. When associated risk premium coefficients are equal, an overall book-to-market is appropriate.
Peter Chinloy, Matthew Imes, Wendy Liu
openaire +1 more source