Matches in SemOpenAlex for { <https://semopenalex.org/work/W87084846> ?p ?o ?g. }
- W87084846 abstract "This paper studies how value-glamour style evolution, or the variation in firms’ book-tomarket ratios over time, helps explain the value premium in international markets. The style evolution reflects information about the firms’ accounting-based performance, stock return, and net equity issuance. The net share issuance has the strongest ability to predict future cross-sectional returns in developed markets, whereas such an effect is absent in emerging markets. The global net issuance factor, given by a zero-investment portfolio that goes long net stock repurchasers and short net issuers from the developed markets, yields a significant premium of 4.68% per annum over the last quarter century. The exposure to the global issuance factor significantly explains the returns on global value and glamour portfolios." @default.
- W87084846 created "2016-06-24" @default.
- W87084846 creator A5057868025 @default.
- W87084846 date "2008-01-01" @default.
- W87084846 modified "2023-09-24" @default.
- W87084846 title "Style Evolution, Equity Issuance, and International Value Premium" @default.
- W87084846 cites W1995834279 @default.
- W87084846 cites W2035293670 @default.
- W87084846 cites W2104795328 @default.
- W87084846 cites W2113305199 @default.
- W87084846 cites W2139424964 @default.
- W87084846 cites W2142043708 @default.
- W87084846 cites W2148402268 @default.
- W87084846 cites W2149170345 @default.
- W87084846 cites W2149990348 @default.
- W87084846 cites W2165173008 @default.
- W87084846 cites W2166215547 @default.
- W87084846 cites W2173913116 @default.
- W87084846 cites W3121251221 @default.
- W87084846 cites W3121717661 @default.
- W87084846 cites W3122311863 @default.
- W87084846 cites W3122489987 @default.
- W87084846 cites W3122809341 @default.
- W87084846 cites W3122993843 @default.
- W87084846 cites W3124434809 @default.
- W87084846 cites W3125720591 @default.
- W87084846 cites W3125756421 @default.
- W87084846 doi "https://doi.org/10.2139/ssrn.1263890" @default.
- W87084846 hasPublicationYear "2008" @default.
- W87084846 type Work @default.
- W87084846 sameAs 87084846 @default.
- W87084846 citedByCount "0" @default.
- W87084846 crossrefType "journal-article" @default.
- W87084846 hasAuthorship W87084846A5057868025 @default.
- W87084846 hasConcept C10138342 @default.
- W87084846 hasConcept C106159729 @default.
- W87084846 hasConcept C121087249 @default.
- W87084846 hasConcept C12559387 @default.
- W87084846 hasConcept C127413603 @default.
- W87084846 hasConcept C12747933 @default.
- W87084846 hasConcept C134534570 @default.
- W87084846 hasConcept C138170105 @default.
- W87084846 hasConcept C139719470 @default.
- W87084846 hasConcept C143591128 @default.
- W87084846 hasConcept C144133560 @default.
- W87084846 hasConcept C151730666 @default.
- W87084846 hasConcept C162324750 @default.
- W87084846 hasConcept C169549615 @default.
- W87084846 hasConcept C17744445 @default.
- W87084846 hasConcept C181236170 @default.
- W87084846 hasConcept C181308471 @default.
- W87084846 hasConcept C199539241 @default.
- W87084846 hasConcept C199728807 @default.
- W87084846 hasConcept C204036174 @default.
- W87084846 hasConcept C2775933567 @default.
- W87084846 hasConcept C2778348673 @default.
- W87084846 hasConcept C2780299701 @default.
- W87084846 hasConcept C2780762169 @default.
- W87084846 hasConcept C2780821815 @default.
- W87084846 hasConcept C556758197 @default.
- W87084846 hasConcept C78519656 @default.
- W87084846 hasConcept C86803240 @default.
- W87084846 hasConcept C94644931 @default.
- W87084846 hasConceptScore W87084846C10138342 @default.
- W87084846 hasConceptScore W87084846C106159729 @default.
- W87084846 hasConceptScore W87084846C121087249 @default.
- W87084846 hasConceptScore W87084846C12559387 @default.
- W87084846 hasConceptScore W87084846C127413603 @default.
- W87084846 hasConceptScore W87084846C12747933 @default.
- W87084846 hasConceptScore W87084846C134534570 @default.
- W87084846 hasConceptScore W87084846C138170105 @default.
- W87084846 hasConceptScore W87084846C139719470 @default.
- W87084846 hasConceptScore W87084846C143591128 @default.
- W87084846 hasConceptScore W87084846C144133560 @default.
- W87084846 hasConceptScore W87084846C151730666 @default.
- W87084846 hasConceptScore W87084846C162324750 @default.
- W87084846 hasConceptScore W87084846C169549615 @default.
- W87084846 hasConceptScore W87084846C17744445 @default.
- W87084846 hasConceptScore W87084846C181236170 @default.
- W87084846 hasConceptScore W87084846C181308471 @default.
- W87084846 hasConceptScore W87084846C199539241 @default.
- W87084846 hasConceptScore W87084846C199728807 @default.
- W87084846 hasConceptScore W87084846C204036174 @default.
- W87084846 hasConceptScore W87084846C2775933567 @default.
- W87084846 hasConceptScore W87084846C2778348673 @default.
- W87084846 hasConceptScore W87084846C2780299701 @default.
- W87084846 hasConceptScore W87084846C2780762169 @default.
- W87084846 hasConceptScore W87084846C2780821815 @default.
- W87084846 hasConceptScore W87084846C556758197 @default.
- W87084846 hasConceptScore W87084846C78519656 @default.
- W87084846 hasConceptScore W87084846C86803240 @default.
- W87084846 hasConceptScore W87084846C94644931 @default.
- W87084846 hasLocation W870848461 @default.
- W87084846 hasOpenAccess W87084846 @default.
- W87084846 hasPrimaryLocation W870848461 @default.
- W87084846 hasRelatedWork W1554370278 @default.
- W87084846 hasRelatedWork W1562921431 @default.
- W87084846 hasRelatedWork W2104755878 @default.
- W87084846 hasRelatedWork W2184810464 @default.
- W87084846 hasRelatedWork W2270477985 @default.