York YO10 5DD
United Kingdom
The York Management School
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
price-earning ratios, value investing, arbitrage strategy, UK stock market, value premium
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: jbfa.pdf Size: 281K
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Price-earnings ratio, value investing, the value premium, trading strategy, UK stock returns
Value premium, price-earnings ratio, price-earnings ratio, UK stock returns
Stock market bubbles, fundamental values, dividends, regime switching, speculative bubble tests
speculative bubbles, asset pricing, stock returns, CAPM, cross-sectional variation
Corporate social responsibility, ethical investing, beta, financial risk
File name: j-8608.pdf Size: 153K
glamour shares, value shares, P/E, Merton model, behavioural finance, anchoring
REITs, periodic partially collapsing speculative bubbles, direct bubble tests, probability of collapse, trading signals
hedge fund performance; implicit factors; statistical factors; linear and non-linear multi-factor models; alpha and beta returns
hedge funds, performance, statistical factors, multi-factor models, risk exposures, alpha and beta returns
hedge funds, performance persistence, fundamental factors, risk exposures
hedge funds, indices, indexes, due diligence, classification, construction methodology, performance, benchmarks
