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The Value Premium · Study

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PreprintThe Value Premium

Lu Zhang2002

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Preprintgreen2002

The Value Premium

235 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Reporting and Valuation Research

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References

1993Common risk factors in the returns on stocks and bonds 1992The Cross-Section of Expected Stock Returns 1994Investment Under Uncertainty.1994Investment under Uncertainty 1985Does the Stock Market Overreact?1996Multifactor Explanations of Asset Pricing Anomalies 1976Econometric policy evaluation: A critique 1982Time to Build and Aggregate Fluctuations

Cited by

2010Does q-theory with investment frictions explain anomalies in the cross section of returns?2008Labor Hiring, Investment, and Stock Return Predictability in the Cross Section 2010Excess Cash and Stock Returns 2013Network Centrality and the Cross Section of Stock Returns 2007Performance and Performance Persistence of ‘Ethical’ Unit Trusts in the UK 2012The Role of Debt and Equity Finance Over the Business Cycle 2015

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2005The Value Premiumarticle · 30 shared references 2011Value versus Growth: Time‐Varying Expected Stock Returnsarticle · 22 shared references 2006Financially Constrained Stock Returnspreprint · 22 shared references 2006Financially Constrained Stock Returnsarticle · 21 shared references 2009Corporate Real Estate Holdings and the Cross Section of Stock Returnsarticle · 21 shared references 2017The Investment CAPMarticle · 20 shared references

Details

Year2002

Typepreprint

Published2002-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations235

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.351060

openalex_workW2167188367

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Nominal Rigidities and Asset Pricing

2011The Cross-Section and Time-Series of Stock and Bond Returns