A new insight into value premium and size premium

Author:

Guha Deb Soumya,Mishra Banikanta

Publisher

Elsevier BV

Subject

Economics and Econometrics,General Business, Management and Accounting

Reference50 articles.

1. Agarwalla, S.K., Jacob, J., and Verma, J.R. (2013). Four factor model in Indian equities market. Indian Institute of Management Ahmedabad Working Paper.

2. The return of the size anomaly: evidence from the German stock market;Amel‐Zadeh;European Financial Management,2011

3. Andrade, S.K. & Chhaochharia, V. (2014). Is there a value premium among large stocks?Available at ssrn:http://ssrn.com/abstract=2437567, Accessed 31st August.

4. The value, size and momentum spread during distressed economic periods;Arshanapalli;Finance Research Letters,2006

5. Style timing: Value versus growth;Asness;Journal of Portfolio Management,2000

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1. Factor investing: evidence of long-only factor portfolios from the Indian market;Macroeconomics and Finance in Emerging Market Economies;2024-09-05

2. Is Industry-Specific Value Premium Declining? Evidence from India;Vision: The Journal of Business Perspective;2022-11-24

3. Size, Value Effects and the Explanatory Power of Pricing Models: Evidence From BSE Listed Indian Industries;Scientific Papers of the University of Pardubice, Series D: Faculty of Economics and Administration;2022-11-22

4. Role of size and risk effects in value anomaly: Evidence from the Indian stock market;Cogent Economics & Finance;2020-01-01

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