Matches in SemOpenAlex for { <https://semopenalex.org/work/W2045578090> ?p ?o ?g. }
Showing items 1 to 71 of
71
with 100 items per page.
- W2045578090 endingPage "798" @default.
- W2045578090 startingPage "781" @default.
- W2045578090 abstract "The value spread is shown to be positively related to the value premium in the Australian market. The relationship is especially strong for small cap portfolios and typically stronger when using the book-to-price ratio than other value metrics. In small cap portfolios, the positive value premium–spread relationship is primarily driven by the short side. Our results are consistent with previous findings in US and Asian markets. We also show that the small cap–large cap value spread differential is positively related to the corresponding value premium differential, suggesting the value spread can also be used for timing the large/small cap tilt." @default.
- W2045578090 created "2016-06-24" @default.
- W2045578090 creator A5024547633 @default.
- W2045578090 creator A5024692929 @default.
- W2045578090 date "2009-12-01" @default.
- W2045578090 modified "2023-09-25" @default.
- W2045578090 title "Style timing with the value spread in Australia" @default.
- W2045578090 cites W2006159274 @default.
- W2045578090 cites W2031934709 @default.
- W2045578090 cites W2038621549 @default.
- W2045578090 cites W2093877332 @default.
- W2045578090 cites W2166215547 @default.
- W2045578090 cites W3121515868 @default.
- W2045578090 cites W3122649028 @default.
- W2045578090 cites W3125275455 @default.
- W2045578090 cites W3125756421 @default.
- W2045578090 cites W4253239620 @default.
- W2045578090 cites W4362227105 @default.
- W2045578090 doi "https://doi.org/10.1111/j.1467-629x.2009.00303.x" @default.
- W2045578090 hasPublicationYear "2009" @default.
- W2045578090 type Work @default.
- W2045578090 sameAs 2045578090 @default.
- W2045578090 citedByCount "2" @default.
- W2045578090 countsByYear W20455780902013 @default.
- W2045578090 countsByYear W20455780902016 @default.
- W2045578090 crossrefType "journal-article" @default.
- W2045578090 hasAuthorship W2045578090A5024547633 @default.
- W2045578090 hasAuthorship W2045578090A5024692929 @default.
- W2045578090 hasConcept C105795698 @default.
- W2045578090 hasConcept C106159729 @default.
- W2045578090 hasConcept C121332964 @default.
- W2045578090 hasConcept C149782125 @default.
- W2045578090 hasConcept C162324750 @default.
- W2045578090 hasConcept C181236170 @default.
- W2045578090 hasConcept C2775933567 @default.
- W2045578090 hasConcept C2776291640 @default.
- W2045578090 hasConcept C33923547 @default.
- W2045578090 hasConcept C93226319 @default.
- W2045578090 hasConcept C97355855 @default.
- W2045578090 hasConceptScore W2045578090C105795698 @default.
- W2045578090 hasConceptScore W2045578090C106159729 @default.
- W2045578090 hasConceptScore W2045578090C121332964 @default.
- W2045578090 hasConceptScore W2045578090C149782125 @default.
- W2045578090 hasConceptScore W2045578090C162324750 @default.
- W2045578090 hasConceptScore W2045578090C181236170 @default.
- W2045578090 hasConceptScore W2045578090C2775933567 @default.
- W2045578090 hasConceptScore W2045578090C2776291640 @default.
- W2045578090 hasConceptScore W2045578090C33923547 @default.
- W2045578090 hasConceptScore W2045578090C93226319 @default.
- W2045578090 hasConceptScore W2045578090C97355855 @default.
- W2045578090 hasIssue "4" @default.
- W2045578090 hasLocation W20455780901 @default.
- W2045578090 hasOpenAccess W2045578090 @default.
- W2045578090 hasPrimaryLocation W20455780901 @default.
- W2045578090 hasRelatedWork W1554370278 @default.
- W2045578090 hasRelatedWork W1697890668 @default.
- W2045578090 hasRelatedWork W1974455217 @default.
- W2045578090 hasRelatedWork W2013444265 @default.
- W2045578090 hasRelatedWork W2030617584 @default.
- W2045578090 hasRelatedWork W2045578090 @default.
- W2045578090 hasRelatedWork W2056210026 @default.
- W2045578090 hasRelatedWork W2104755878 @default.
- W2045578090 hasRelatedWork W2161519270 @default.
- W2045578090 hasRelatedWork W3017334892 @default.
- W2045578090 hasVolume "49" @default.
- W2045578090 isParatext "false" @default.
- W2045578090 isRetracted "false" @default.
- W2045578090 magId "2045578090" @default.
- W2045578090 workType "article" @default.