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  • Search: subject:"Value premium"
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Year of publication
Subject
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CAPM 104 Capital income 102 Kapitaleinkommen 102 Value premium 96 Risikoprämie 88 Risk premium 88 Portfolio selection 67 Portfolio-Management 67 value premium 62 Börsenkurs 42 Share price 42 Theorie 42 Theory 42 Anlageverhalten 23 Behavioural finance 23 Aktienmarkt 22 Capital market returns 22 Kapitalmarktrendite 22 Schätzung 22 Stock market 22 Estimation 21 Risk 21 Value Premium 19 Risiko 18 Asset pricing 17 Betriebsgröße 12 Firm size 12 Size premium 12 Unternehmenswert 12 Firm value 11 Financial crisis 10 size premium 10 Financial analysis 9 Finanzanalyse 9 Finanzkrise 9 Volatility 9 Volatilität 9 Capital structure 8 Market value 8 Marktwert 8
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Online availability
All
Undetermined 101 Free 60 CC license 4
Type of publication
All
Article 158 Book / Working Paper 40
Type of publication (narrower categories)
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Article in journal 118 Aufsatz in Zeitschrift 118 Working Paper 17 Arbeitspapier 12 Graue Literatur 12 Non-commercial literature 12 Article 7 research-article 4 Conference paper 1 Konferenzbeitrag 1
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Language
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English 155 Undetermined 41 French 1 Portuguese 1
Author
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Betermier, Sebastien 6 Zaremba, Adam 6 Calvet, Laurent E. 5 Sodini, Paolo 5 Zhong, Angel 5 Nitschka, Thomas 4 An, Jiyoun 3 Chen, Andrew Y. 3 Chiang, Yi-Chein 3 Gray, Philip K. 3 Ho, Kin-Yip 3 Ke, Mei-chu 3 Mirza, Nawazish 3 Abbas, Nahzat 2 Agarwal, Vikas 2 Ahmad, Fawad 2 Ai, Hengjie 2 Ameer, Saba 2 Arnaut-Berilo, Almira 2 Arnold, Marc 2 Athanassakos, George 2 Athavale, Manoj V. 2 Aziz, Rabia 2 Bai, Hang 2 Bevanda, Lea-Marija 2 Blazenko, George W. 2 Chaderina, Maria 2 Cheung, Ka Chun 2 Chiah, Mardy 2 Chichernea, Doina C. 2 Clemens, Michael 2 Cui, Wei 2 Das, Praveen Kumar 2 Dong, Liang 2 Elgammal, Mohammed Mohammed 2 Elmiger, Sabine 2 FRANZONI, Francesco 2 Fama, Eugene F. 2 Foye, James 2 Fraz, Ahmad 2
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Institution
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Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät 2 Society for Economic Dynamics - SED 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 C.E.P.R. Discussion Papers 1 Center for Financial Studies 1 Collegio Carlo Alberto, Università degli Studi di Torino 1 Department of Economics, Boston University 1 Faculté des sciences économiques et sociales - Wirtschafts- und Sozialwissenschaftliche Fakultät, Université de Fribourg - Universität Freiburg 1 Federal Reserve Board (Board of Governors of the Federal Reserve System) 1 HAL 1 HEC Paris (École des Hautes Études Commerciales) 1 Henley Business School, University of Reading 1 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Lahore School of Economics 1 Rimini Centre for Economic Analysis (RCEA) 1 School of Economics and Finance, Business School 1
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Published in...
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Journal of financial economics 10 Journal of Financial Economics 6 Finance research letters 4 International review of financial analysis 4 Journal of banking & finance 4 Managerial Finance 4 Pacific-Basin finance journal 4 European financial management : the journal of the European Financial Management Association 3 Fisher College of Business working paper series 3 Journal of investment management : JOIM 3 The journal of asset management 3 2006 Meeting Papers 2 Applied economics 2 CFR Working Papers 2 Cogent Economics & Finance 2 Cogent economics & finance 2 Finance Research Letters 2 Global business & economics review 2 Insurance : mathematics and economics 2 International Journal of Managerial Finance 2 International Review of Financial Analysis 2 International review of economics & finance : IREF 2 Journal of Banking & Finance 2 Journal of East Asian economic integration 2 Journal of economic surveys 2 Journal of empirical finance 2 Journal of international financial markets, institutions & money 2 Journal of money, credit and banking : JMCB 2 MPRA Paper 2 Modern economy 2 Review of quantitative finance and accounting 2 Swiss Finance Institute Research Paper Series 2 The European journal of finance 2 The International Journal of Business and Finance Research 2 The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA 2 ASTIN bulletin : the journal of the International Actuarial Association 1 Accounting and finance : journal of the Accounting Association of Australia and New Zealand 1 Annals of financial economics 1 Asia-Pacific journal of financial studies 1 Boston University - Department of Economics - Working Papers Series 1
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Source
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ECONIS (ZBW) 131 RePEc 51 EconStor 12 Other ZBW resources 4
Showing 1 - 10 of 198
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Bowley-optimal convex-loaded premium principles
Ghossoub, Mario; Li, Bin; Shi, Benxuan - In: Insurance : mathematics and economics 121 (2025), pp. 157-180
Persistent link: https://www.econbiz.de/10015432042
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Understanding factor value
Zhang, Shaojun - 2024
Persistent link: https://www.econbiz.de/10014529149
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The predictability of value premiums in the Tehran stock exchange : evidence based on the prior returns of value and glamour stocks
Samadi, Saeed; Mohamadzade, Ehsan; Akbari, Nematolah; … - In: Iranian economic review : journal of University of Tehran 28 (2024) 3, pp. 730-753
Persistent link: https://www.econbiz.de/10015402848
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The value premium and uncertainty: An approach by support vector regression algorithm
In: Cogent Economics & Finance 11 (2023) 1, pp. 1-15
limitations above. The empirical analysis in Ho Chi Minh Stock Exchange (HOSE) showed that a value premium exists, and value …
Persistent link: https://www.econbiz.de/10015074632
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Value premium in japanese market : statistical (re)appraisal
Cadamuro, Leonardo; Iwaisako, Tokuo - 2023
Persistent link: https://www.econbiz.de/10014342240
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Value premium and macroeconomic variables
Beccalli, Elena; Doninelli, Nicola; Orsini, Cesare - In: European financial management : the journal of the … 29 (2023) 4, pp. 1336-1374
Persistent link: https://www.econbiz.de/10014369333
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The value premium and uncertainty : an approach by support vector regression algorithm
Khoa Bui Thanh; Tran Trong Huynh - In: Cogent economics & finance 11 (2023) 1, pp. 1-15
limitations above. The empirical analysis in Ho Chi Minh Stock Exchange (HOSE) showed that a value premium exists, and value …
Persistent link: https://www.econbiz.de/10014500739
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Factor value
Zhang, Shaojun - 2023
Persistent link: https://www.econbiz.de/10014474913
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Value premium, sentiment and uncertainty in Latin America : reason or emotion?
Wickboldt, Leandro Araújo; Machado, Márcio André Veras - In: Review of behavioral finance : RBF 17 (2025) 3, pp. 563-582
Persistent link: https://www.econbiz.de/10015415755
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Does premium exist in the stock market for labor income growth rate? : a six-factor-asset-pricing model : evidence from Pakistan
Khan, Naveed; Zada, Hassan; Yousaf, Imran - In: Annals of financial economics 17 (2022) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10013367626
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