Essays on the value premium

Value premium, which is the return difference between value and growth stocks, is one of the most important asset pricing anomalies. Value stocks tend to have more returns than growth stocks. And though, researchers agree about the existence of value premium, they tend to disagree about the reasons...

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Bibliographic Details
Main Author: Dewidar, Omar Aly
Other Authors: Bulkley, George
Published: University of Exeter 2013
Subjects:
332
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.630859