Results 11 to 20 of about 40,361 (164)
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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The Value Premium and Time-Varying Volatility [PDF]
SSRN Electronic Journal, 2009 Abstract: Numerous studies have documented the failure of the static and conditional capital asset pricing models to explain the difference in returns between value and growth stocks. This paper examines the post‐1963 value premium by employing a model that captures the time‐varying total risk of the value‐minus‐growth portfolios.
Li, X., Brooks, C., Miffre, J.
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Size premium, value premium and market timing: evidence from an emerging economy [PDF]
Journal of Economics Finance and Administrative Science, 2018 Purpose - This study aims to investigate the market timing strategy in different market conditions (i.e. up, down, normal and in-financial-crisis situation) in the emerging market of Pakistan over the period 1995 to 2015.
Syed Haroon Rashid +3 more
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Is there a value premium in cryptoasset markets? [PDF]
Economic Modelling, 2020 This paper identifies active addresses-to-network value as an additional common risk factor in the returns on cryptoassets. Active addresses refer to the number of unique wallet addresses that conduct an on-chain transaction, whereas the network value of a cryptoasset corresponds to its market capitalization. Investigating 652 cryptoassets, I find that
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Spectral analysis and the death of value investing
Cogent Economics & Finance, 2021 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.
John-Morgan Bezuidenhout +1 more
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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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Frontiers in Nutrition, 2023 In the food industry space, Netflix foods have exploded onto the Internet on the back of social media and many consumers are paying a premium for them. So what are the motives that may inspire consumers’ willingness to pay premium?
Zhou Maojie
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The Journal of Finance, 2002 ABSTRACTThe value anomaly arises naturally in the neoclassical framework with rational expectations. Costly reversibility and countercyclical price of risk cause assets in place to be harder to reduce, and hence are riskier than growth options especially in bad times when the price of risk is high.
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Rationalizing the value premium in emerging markets [PDF]
Journal of International Financial Markets, Institutions and Money, 2014 نعيد تأكيد وجود علاوة القيمة في الأسواق الناشئة. باستخدام مجموعة البرازيل وتركيا والهند والصين (BTIC) خلال فترة من النمو الاقتصادي الكبير وتطور سوق الأسهم، نعزو العلاوة إلى أنماط الاستثمار للشركات البراقة. نحن نفترض استنادًا إلى أدلة تجريبية أن الشركات الساحرة تكتنز النقد، مما يؤخر تنفيذ خيارات النمو، خاصة في الظروف الاقتصادية السيئة.
M. Shahid Ebrahim +3 more
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Security Returns and Idiosyncratic Volatility in the Indian Stock Market [PDF]
International Journal of Mathematical, Engineering and Management SciencesThe study explores the possibility of rewards for holding undiversified portfolios by investors and examines the impacts of idiosyncratic volatility on expected cross-sectional returns for the Indian stock market. For the analysis, the study utilized the
Priya Sawaliya, Sandeep Vodwal
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