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Exploring the gap: attitudes vs. purchasing behavior in sustainable outdoor sports apparel. [PDF]
Front Sports Act LivingVoráček J +3 more
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Using Medical Loss Ratio Data to Examine Advance Premium Tax Credits.
JAMA Health ForumPlummer E +3 more
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State Spending Growth Benchmarks and Hospital Revenue, Hospital Prices, and Premiums.
JAMA Netw OpenEibner C, Chase EC, Kerber R, Liu JL.
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Macroeconomics and the value premium
Journal of Asset Management, 2021The value premium as measured by the “high minus low” returns from the Fama and French database has been negative or statistically indistinguishable from zero for the past decade. The value premium is highly variable and non-normally distributed, making traditional statistical tests like t tests or regressions difficult to implement or misleading.
Brian Jacobsen, Wai Lee
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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
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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CFA Digest, 2008
The value premium is driven by 7 percent of the stock market. The 93 percent of market capitalization held most by institutional investors is value premium free. In contrast, in stocks held most by individual investors, the value premium, even when the stocks are value weighted, reaches a staggering 185 bps per month.
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The value premium is driven by 7 percent of the stock market. The 93 percent of market capitalization held most by institutional investors is value premium free. In contrast, in stocks held most by individual investors, the value premium, even when the stocks are value weighted, reaches a staggering 185 bps per month.
openaire +3 more sources
Firm Location and the Value-Growth Premium
SSRN Electronic Journal, 2021We investigate the value-growth premium puzzle by merging insights from urban economics and finance that relate firm location to its stock performance. The value-growth premium in locations with high historical house price appreciation is 3.6% larger per year than the premium in areas that experienced little house price appreciation.
Brent W. Ambrose +2 more
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