The Global Rise of the Value-Weighted Portfolio

We first develop a theory-based metric to judge the popularity of value weighting in a stock market. We then use our metric to document that although value weighting is less popular in emerging markets than in developed markets, its popularity is increasing almost everywhere. Finally, as we have better data for the United States, we explore why value weighting is becoming more popular in the United States.

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Year of publication:	2011
Authors:	Bhattacharya, Utpal ; Galpin, Neal
Published in:	Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 46.2011, 03, p. 737-756
Publisher:	Cambridge University Press
Description of contents:	Abstract [journals.cambridge.org]

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009143565