Are international value premiums driven by the same set of fundamentals?
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Cited by:
- Kaia Kask, 2003. "The influence of investors’ behaviour and organisational culture on value investing," University of Tartu - Faculty of Economics and Business Administration, in: Maaja Vadi (ed.), Organisational Culture in Estonia : Manifestations and Consequences, edition 1, volume 16, chapter 13, pages 237-255, Faculty of Economics and Business Administration, University of Tartu (Estonia).
- Chikashi Tsuji, 2016. "Time-varying International Effects of Japanese Stock Prices on US and Canadian Stock Markets," Applied Economics and Finance, Redfame publishing, vol. 3(3), pages 81-92, August.
- Hung, Weifeng & Chiao, Chaoshin & Liao, Tung Liang & Huang, Sheng-Tang, 2012. "R&D, risks and overreaction in a market with the absence of the book-to-market effect," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 11-24.
- Mohammed M Elgammal & David G McMillan, 2014. "Value premium and default risk," Journal of Asset Management, Palgrave Macmillan, vol. 15(1), pages 48-61, February.
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