Results 231 to 240 of about 567,166 (262)

On the Value Premium in Malaysia

2001
Davis, Fama and French (2000) report that the value premium in United States’ stocks is robust. Herein, we present out-of-sample evidence for Malaysia, finding that value stocks outperform growth stocks and document an arbitrage opportunity. We observe that the mean monthly returns are substantially higher for the two mimic portfolios (SMB and HML ...
Michael E. Drew, Madhu Veeraraghavan
openaire  

Two Kinds of Value Premiums

International Economic Journal, 2010
We examined the return co-movement of popular value-oriented investment strategies inside and outside equity. There are two distinct groups among the strategies examined in this study. The returns of strategies within a group move together, while the returns of strategies belonging to different groups do not.
openaire   +1 more source

Disentangling the value premium in the UK

The Journal of Risk Finance, 2010
PurposeThe aim of this paper is twofold. First, it aims to provide better understanding for the main sources behind the value premium in the UK. Second, given that the value factor (HML) in the Fama‐French three‐factor model is itself a proxy for value premium, this paper seeks to illustrate the component of HML responsible for explaining UK portfolio ...
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Implied Returns and the Value Premium

SSRN Electronic Journal, 2011
Superior returns of value firms are consistent with rational expectations under costly reversibility and the countercyclical price of risk through examination of expected rates of return (k) and market risk premiums (MRP) over time. With increases in the book-to-market (B/M) ratio, both the expected rate of return (k) and expected market risk premium ...
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The missing risk premium in exchange rates

Journal of Financial Economics, 2022
Magnus Dahlquist, Julien Penasse
exaly  

The fundamental-to-market ratio and the value premium decline

Journal of Financial Economics, 2023
Andrei S Gonçalves
exaly  

Can environmental regulation solve pollution problems? Theoretical model and empirical research based on the skill premium

Energy Economics, 2021
Ailun Wang, Boqiang Lin
exaly  

Oil sentiment and the U.S. inflation premium

Energy Economics, 2022
Eric N Olson
exaly  

The Value Uncertainty Premium

SSRN Electronic Journal, 2018
Turan G. Bali, Luca Del Viva, Menna El Hefnawy, Lenos Trigeorgis   +3 more
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Premium Designs FOR Better Value

Eureka!
Every designer has to work within cost constraints, but they must be balanced against the outcomes and the demands of the project, argues Tamas Hertelendi, maxon UK & Ireland’s engineering lead for Southern England.
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