The search for an exploitable value premium in market indexes
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DOI: 10.1057/jam.2012.2
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Cited by:
- Mohammed M Elgammal & David G McMillan, 2014. "Value premium and default risk," Journal of Asset Management, Palgrave Macmillan, vol. 15(1), pages 48-61, February.
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Keywords
value premium; value investing; growth investing; stock indexes; index seasonality;All these keywords.
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