Capturing the value premium – global evidence from a fair value-based investment strategy-Reference-Cited by-同舟云学术

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Capturing the value premium – global evidence from a fair value-based investment strategy

Published:2018-01 Issue: Volume:86 Page:53-69
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Woltering René-Ojas,Weis Christian,Schindler Felix,Sebastian Steffen

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference41 articles.

1. Value and momentum everywhere;Asness;J. Finance,2013

2. International financial reporting standards (IFRS): pros and cons for investors;Ball;Account. Bus. Res.,2006

3. Post-earnings-announcement drift: delayed price response or risk premium?;Bernard;J. Account. Res.,1989

4. Understanding the discount: evidence from European property shares;Brounen;J. Real Estate Portf. Manage.,2005

5. On persistence in mutual fund performance;Carhart;J. Finance,1997

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