RIM-based value premium and factor pricing using value-price divergence-Reference-Cited by-同舟云学术

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RIM-based value premium and factor pricing using value-price divergence

Published:2023-04 Issue: Volume:149 Page:106812
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Cong Lin William,George Nathan Darden,Wang Guojun

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference58 articles.

1. Is the US stock market myopic?;Abarbanell;Journal of Accounting Research,2000

2. Residual-income-based valuation predicts future stock returns: evidence on mispricing vs. risk explanations;Ali;The Accounting Review,2003

3. The cross-section of volatility and expected returns;Ang;The Journal of Finance,2006

4. The devil in HML's details;Asness;The Journal of Portfolio Management,2013

5. Value and momentum everywhere;Asness;The Journal of Finance,2013

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Anatomy of recent value premium's travails;International Review of Financial Analysis;2024-07

2. Mutual fund value creation: Insights from the residual income model;Finance Research Letters;2024-04

3. Sources of the Value Premium;Review of Pacific Basin Financial Markets and Policies;2023-08-03

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