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Is (Systematic) Value Investing Dead?
16 references·2 citing·33 second hop
Is (Systematic) Value Investing Dead? (2020)Is (Systematic) Value Investing Dead?Intangible capital and the investment-q relation (2016)Intangible capital and the in…Value and Momentum Everywhere (2013)Value and Momentum EverywhereAsset Growth and the Cross‐Section of Stock Returns (2008)Asset Growth and the Cross‐Se…The Value Premium (2005)The Value PremiumAccounting Conservatism, the Quality of Earnings, and Stock Returns (2002)Accounting Conservatism, the …Forecasting Profitability and Earnings (2000)Forecasting Profitability and…Optimal Investment, Growth Options, and Security Returns (1998)Optimal Investment, Growth Op…The capitalization, amortization, and value-relevance of R&D (1996)The capitalization, amortizat…A Cross-Sectional Test of an Investment-Based Asset Pricing Model (1996)A Cross-Sectional Test of an …Valuation and Clean Surplus Accounting for Operating and Financial Activities* (1995)Valuation and Clean Surplus A…Size and Book-to-Market Factors in Earnings and Returns (1995)Size and Book-to-Market Facto…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991)Production-Based Asset Pricin…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…Boosting Agnostic Fundamental Analysis: Using Machine Learning to Identify Mispricing in European Stock Markets (2021)Boosting Agnostic Fundamental…Resurrecting the Value Premium (2020)Resurrecting the Value PremiumCAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Dividend Policy, Growth, and the Valuation of Shares (1961)Capital markets research in accounting (2001)Toward an Implied Cost of Capital (2001)Expected EPS and EPS Growth as Determinantsof Value (2005)The cost of capital, corporation finance and the theory of investment (2008)An Intertemporal Capital Asset Pricing Model (1973)Multifactor Explanations of Asset Pricing Anomalies (1996)Industry costs of equity (1997)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)On Persistence in Mutual Fund Performance (1997)Time Series Momentum (2011)… and the Cross-Section of Expected Returns (2015)Does Academic Research Destroy Stock Return Predictability? (2015)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Using daily stock returns (1985)Efficient Capital Markets: II (1991)Dynamic capabilities and strategic management (1997)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)Corporate social responsibility and access to finance (2013)Do Industries Explain Momentum? (1999)The Stock Market Valuation of Research and Development Expenditures (2001)PE Ratios, PEG Ratios, and Estimating the Implied Expected Rate of Return on Equity Capital (2004)The short of it: Investor sentiment and anomalies (2011)Innovative efficiency and stock returns (2012)Replicating Anomalies (2018)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
  • 2013Value and Momentum Everywhere2,225 cited
  • 1995Valuation and Clean Surplus Accounting for Operating and Financial Activities*2,224 cited
  • 1996The capitalization, amortization, and value-relevance of R&D1,947 cited
  • 2008Asset Growth and the Cross‐Section of Stock Returns1,595 cited
  • 1998Optimal Investment, Growth Options, and Security Returns1,477 cited
  • 2005The Value Premium1,334 cited
  • 2016Intangible capital and the investment-q relation1,203 cited
  • 2002Accounting Conservatism, the Quality of Earnings, and Stock Returns1,163 cited
  • 1991Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations1,125 cited
  • 1996A Cross-Sectional Test of an Investment-Based Asset Pricing Model1,023 cited
  • 2000

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Forecasting Profitability and Earnings
857 cited

Cited by

  • 2021Boosting Agnostic Fundamental Analysis: Using Machine Learning to Identify Mispricing in European Stock Markets33 cited
  • 2020Resurrecting the Value Premium28 cited