Results 11 to 20 of about 11,898,865 (382)
The Review of Asset Pricing Studies, 2020 Abstract Value premiums, which we define as value portfolio returns in excess of market portfolio returns, are on average much lower in the second half of the July 1963–June 2019 period. But the high volatility of monthly premiums prevents us from rejecting the hypothesis that expected premiums are the same in both halves of the sample ...
Eugene F. Fama, Kenneth R. French
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Value Premium and Technical Analysis: Evidence from the China Stock Market
Economies, 2019 We find value premium in the Chinese stock market using a conventional buy-and-hold approach which longs the portfolio with the highest BM ratio and shorts the one with the lowest BM ratio.
Keith S. K. Lam, Liang Dong, Bo Yu
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The value premium within and across GICS industry sectors in a pre-financial collapse sample
Cogent Economics & Finance, 2015 A portfolio manager employing a top-down/bottom-up method who seeks to capture the value premium long promised in academic literature would want to first determine whether the premium exists across industries and not just observed in firm-specific book ...
Kenneth E. Scislaw
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Performance of Value and Growth Stocks in the Aftermath of the Global Financial Crisis
Business Systems Research, 2021 Background: Due to strong empirical evidence from different markets, existence of value premium became a financial theory standpoint. Although previous studies found that value stocks beat growth stocks in bearish and bullish markets, during the GFC ...
Bevanda Lea-Marija +2 more
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Transaction Costs and Value Premium [PDF]
SSRN Electronic Journal, 2007 Fama und French (1992, 1993) haben erstmals gezeigt, dass Portfolios aus Unternehmen mit einem hohem Buch-/Marktwertverhaltnis (sog. Value Stocks) eine signifikant hohere durchschnittliche Rendite erzielen als Portfolios aus Unternehmen mit einem niedrigen Buch-/Marktwertverhaltnis (sog. Growth Stocks).
Agarwal, Vikas, Wang, Lingling
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Investigating the Effect of Dividend Policy on the Fundamental Firm Value in Tehran Stock Exchange [PDF]
راهبرد مدیریت مالی, 2022 Objective: Dividends are recognized as an important and influential factor in the value of stocks and therefore the market value of the company. It can be said that dividend (cash) has always been of great importance for investors and shareholders ...
Mohammad Ebrahim Aghababaei +2 more
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Will Good Service Quality Promote Real Estate Value? Evidence from Beijing, China
Land, 2022 In the field of land use and urban management, real estate value-added issues have attracted much attention. Previous studies mainly focused on the premium of basic public services (such as infrastructure) in real estate value.
Fangyuan Liu +4 more
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Short-run Risk, Business Cycle, and the Value Premium
Journal of Economic Dynamics and Control, 2020 We jointly explain the equity and value premium variations in a model with both short-run (SRR) and long-run (LRR) consumption risk. In our empirical analysis, we find that SRR varies with the business cycle, and it has a substantial predictive power for
Yunhao He, Markus Leippold
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Barekeng, 2023 High-intensity rainfall is one of the factors that can interfere with the state of agriculture. Agricultural insurance is an insurance that can be used to reduce risks related to agricultural losses such as rice production.
Geby Marola +2 more
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