Menna El Hefnawy

ESADE Business School

Av. de Pedralbes, 60-62

Barcelona, 08034

Spain

Ramon Llull University

Avinguda de la Torre Blanca, 59

Sant Cugat del Vall├Ęs, 08172

Spain

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The Value Uncertainty Premium

Georgetown McDonough School of Business Research Paper No. 3299582
Number of pages: 89 Posted: 02 Jan 2019 Last Revised: 29 Jul 2019
Georgetown University - Robert Emmett McDonough School of Business, ESADE Business School, ESADE Business School and University of Cyprus - Department of Public and Business Administration
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Abstract:

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value stocks, book-to-market uncertainty, equity returns, asset pricing factors