The DOI matches its Crossref record; 3 of the 3 references it cites were found in a registry or an index.
Value versus Growth: The International Evidence
Open accessAbstract
Value stocks have higher returns than growth stocks in markets around the world. For the period 1975 through 1995, the difference between the average returns on global portfolios of high and low book‐to‐market stocks is 7.68 percent per year, and value stocks outperform growth stocks in twelve of thirteen major markets. An international capital asset pricing model cannot explain the value premium, but a two‐factor model that includes a risk factor for relative distress captures the value premium in international returns.
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Citations
Cites
Common risk factors in the returns on stocks and bonds
Fama, E. F., & French, K. R. (1993) · Journal of Financial Economics · doi:10.1016/0304-405x(93)90023-5 · Cited by 25,754
Self-citationCAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
Sharpe, W. F. (1964) · The Journal of Finance · doi:10.1111/j.1540-6261.1964.tb02865.x · Cited by 19,441
Predictable Risk and Returns in Emerging Markets
Harvey, C. R. (1995) · Review of Financial Studies · doi:10.1093/rfs/8.3.773 · Cited by 982
Cited by
The Efficient Market Hypothesis and Its Critics
Malkiel, B. G. (2003) · Journal of Economic Perspectives · doi:10.1257/089533003321164958 · Cited by 2,161
Improved Methods for Tests of Long‐Run Abnormal Stock Returns
Lyon, J. D., Barber, B. M., & Tsai, C. (1999) · The Journal of Finance · doi:10.1111/0022-1082.00101 · Cited by 1,828
Size, value, and momentum in international stock returns
Fama, E. F., & French, K. R. (2012) · Journal of Financial Economics · doi:10.1016/j.jfineco.2012.05.011 · Cited by 1,767
Self-citationDoes Academic Research Destroy Stock Return Predictability?
MCLEAN, R. D., & PONTIFF, J. (2016) · The Journal of Finance · doi:10.1111/jofi.12365 · Cited by 1,566
International Stock Return Comovements
BEKAERT, G., HODRICK, R. J., & ZHANG, X. (2009) · The Journal of Finance · doi:10.1111/j.1540-6261.2009.01512.x · Cited by 855
Metadata
- Authors
- Fama, E. F., & French, K. R.
- Venue
- The Journal of Finance
- Publisher
- Wiley
- Published
- 1998-12
- Volume
- 53
- Issue
- 6
- Pages
- 1975-1999
- ISSN
- 0022-1082 (ISSN-L)
- 1540-6261
- OpenAlex
- W3122311863
- Cited by
- 2,232
- References
- 3
- FWCI
- 76.86
- Type
- journal article
- Language
- en
- Open access
- green
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- Fama, E. F., & French, K. R. (1998). Value versus Growth: The International Evidence. The Journal of Finance. https://doi.org/10.1111/0022-1082.00080
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
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