Jack Vogel

Alpha Architect

213 Foxcroft Road

Broomall, PA 19008

United States

http://alphaarchitect.com/

Villanova University

Instructor

Villanova, PA 19085

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 4,124

SSRN RANKINGS

Top 4,124

in Total Papers Downloads

9,398

CITATIONS

1

Scholarly Papers (6)

1.

On the Performance of Cyclically Adjusted Valuation Measures

Number of pages: 18 Posted: 24 Sep 2013 Last Revised: 22 Oct 2013
Wesley R. Gray and Jack Vogel
Alpha Architect and Alpha Architect
Downloads 4,598 (1,660)

Abstract:

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CAPE, Shiller P/E, long-term valuation metrics, value investing, market efficiency, abnormal returns

2.

Using Maximum Drawdowns to Capture Tail Risk

Number of pages: 22 Posted: 01 Mar 2013 Last Revised: 04 Mar 2013
Wesley R. Gray and Jack Vogel
Alpha Architect and Alpha Architect
Downloads 1,803 (8,356)
Citation 1

Abstract:

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empirical asset pricing, max drawdown, tail-risk, anomalies

3.

Does Complexity Imply Value? AAII Value Strategies from 1963 to 2013

Number of pages: 26 Posted: 18 Oct 2014
Wesley R. Gray, Jack Vogel and Yang Xu
Alpha Architect, Alpha Architect and affiliation not provided to SSRN
Downloads 1,634 (9,797)

Abstract:

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AAII, value investing, anomalies

4.

Why Do Enterprise Multiples Predict Expected Stock Returns?

Number of pages: 23 Posted: 05 Oct 2016 Last Revised: 11 Apr 2019
Steve Crawford, Wesley R. Gray and Jack Vogel
University of Houston, Alpha Architect and Alpha Architect
Downloads 1,363 (13,142)

Abstract:

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Value Investing, Value Anomaly, Enterprise Multiples, Abnormal Returns, Market Efficiency

Abstract:

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Dividends, Share Repurchases, Share buy-backs, net-debt paydown, shareholder yield

6.

Analyzing Valuation Measures: A Performance Horse-Race Over the Past 40 Years

Journalof Portfolio Management, Forthcoming
Posted: 13 Dec 2011 Last Revised: 01 Oct 2012
Wesley R. Gray and Jack Vogel
Alpha Architect and Alpha Architect

Abstract:

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enterprise multiple, price to earnings, price to book, free cash flow, gross profits, valuation metrics