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Athanassakos, G., 2020, "Do Value Investor CEOs Outperform?", July.
Allee, K. D., and C. Do 2022, "How Do Analysts Gather Information About the Firms They Follow?", December.
Arnold, G., 2007, “Return Reversal in UK Shares”, January.
Arnold, G., 2007, “Financial Statement Analysis and Return Reversal”.
Arnold, G., 2007, “Testing Benjamin Graham’s Net Current Asset Value Strategy in London”, January.
Arnott, R.D., C.R. Harvey, V. Kalesnik, and J.T. Linnainmaa, 2020, "Reports of Value’s Death May Be Greatly Exaggerated", May.
Asness, C.S., J.M. Liew, L.H. Pedersen and A.K. Thapar, 2017, "Deep Value", December.
Ball, R., G. Gerakos, J.T. Linnainmaa, and V. Nikolaev, 2015, "Accruals, cash flows, and operating profitability in the cross section of stock returns", April.
Barber, B., X. Huang and T. Odean, 2015, “Which Risk Factors Matter to Investors? Evidence from Mutual Funds”, January.
Barth, M., D. Israeli, and S. Sridharan, 2018, "Equity Book Values Greater Than Market Values: Accounting, Risk, or Mispricing?", December.
Beggs, W., J. Brogaard and A. Hill-Kleespie, 2019, “Quantitative Investing and Market Instability”, March
Beckmeyer, H., and P. Meyerhof, 2022, "The Short-Duration Premium in the Stock Market: Risk or Mispricing?", September
Bhattacharya, U., and N. E. Galpin, 2005, “Is Stock Picking Declining Around the World?”, November.
Billett, M., Z. Jiang, and L. Rego, 2010, “Does Customer Sentiment Contribute to Investor Sentiment: Glamour Brands and Glamour Stocks?”, May.
Binfarè, M., and K. Zimmerschied, 2022, "Doing Good and Doing it with (Investment) Style", March.
Birru, J., and B. Wang, 2016, "Nominal Price Premium", March.
Blazenko, G., 2009, “Value Versus Growth in Dynamic Equity Investing”, December.
Boyle, P., L. Garlappi, R. Uppal, and T. Wang, 2009, “Keynes Meets Markowitz: The Tradeoff between Familiarity and Diversification”, February.
Chen, Y., 2019, "Individual Stock-picking Skills in Active Mutual Funds", January.
Chen, Y., A. Kumar, C. Zhang, 2019, "Social Sentiment and Asset Prices" February.
Clare, A., 2020, "Is there a Boutique Asset Management Premium?", February.
Cohen, L., C.J. Malloy, Q.H. Nguyen, 2016, "Lazy Prices", November.
Cohen, R., C. Polk, and B. Silli, 2010, “Best Ideas”, May.
Cornell, Bradford, 2018, “What is the Alternative Hypothesis to Market Efficiency?”, April.
Crawford, S.S., W.R. Gray, and J. Vogel, Y. Xu, 2016, "Why do Enterprise Multiples Predict Expected Stock Returns?", November.
Cremers, M., and A. Pareek, 2014, “Patient Capital Outperformance: The Investment Skill of High Active Share Managers Who Trade Infrequently”, September.
Cremers, M., and Q. Curtis, 2015, “Do Mutual Fund Investors Get What They Pay For? The Legal Consequences of Closet Index Funds”, November.
Cunningham, L.A., 2020, “Cultivating Quality: Ten Tools Managers Can Use to Get Long-Term Committed Shareholders”, September.
Cunningham, L.A., 2020, “Initiative on Quality Shareholders Highlights”, October.
Daniel, K., and T.J. Moskowitz, 2013, “Momentum Crashes”, September.
Doukas, J. - Click here to view working papers
Du, K., and D.X. Jiang, 2017, "On the Connection between the Market Pricing of Accruals Quality and the Accruals Anomaly", July.
Fama, E. - Click here to view working papers
Fisher, A., C. Martineau, and J. Sheng, 2016, " Media Attention to Macroeconomic Fundamentals: What Drives Attention and What Does it Mean for the Aggregate Stock Market?", August.
Fong, W. M., 2008, “Investigating the Risk Argument for the Value Premium”, December.
Frazzini, A., D. Kabiller, and L.H. Pedersen, 2012, “Buffett’s Alpha”, May.
French, K., and E. F. Fama, 2007, “Average Returns, B/M, and Share Issues”, April.
French, K., and E. F. Fama, 2007, “Migration”, February.
French, K., and E. F. Fama, 2005, “The Anatomy of Value and Growth Stock Returns”, September.
French, K., and E. F. Fama, 2006, “Dissecting Anomalies”, December.
Gong, C. M., X. Li, D. Luo and H. Zhao, 2019, "Growth Opportunity Bias", March.
Gray, W., and A. Kern, 2010, “Do Fund Managers Identify and Share Profitable Ideas?”.
Gray, W., and A. Kern, 2008, “Fundamental Value Investors: Characteristics and Performance”, December.
Gray, W., J. Vogel, and X. Yang, 2014, "Does Complexity Imply Value? AAII Value Strategies from 1963 to 2013"
Greenwood, R. M., and M. Sammon, 2022, "The Disappearing Index Effect", December.
Hirshleifer, D., and S. H. Teoh, 2005, “Limited Investor Attention and Stock Market Misreactions to Accounting Information”, November.
Hirshleifer, D., S. H. Teoh, and K. Hou, 2005, “Accruals and Aggregate Stock Market Returns”, November.
Hirshleifer, D., S. H. Teoh, and K. Hou, 2006, “Accruals and NOA Anomalies: Risk or Mispricing?”, March.
Hirshleifer, D., S. H. Teoh, and S. S. Lim, 2006, “Driven to Distraction: Extraneous Events and Underreaction to Earnings News”, May.
Hirshleifer, D., D. Jiang, and Y. Meng, 2016, "Mood Beta and Seasonalities in Stock Returns", December.
Ho, K. - Click here to view working papers
Hou, K., C. Xue, L. Zhang, 2017, "Replicating Anomalies", May.
Hou, K., H. Mo, C. Xue, and L. Zhang, 2019, "Security Analysis: An Investment Perspective", March.
Hsu, J., R. Arnott, J. Liu, and H. Markowitz, 2009, “Can Noise Create the Size and Value Efects?”, January.
Huij, J., and W. de Groot, 2011, “Is the Value Premium Really a Compensation for Distress Risk?”, May.
Israel, R., K. Laursen and S.A. Richardson, 2020, "Is (systematic) value investing dead?", March.
Kot, H.W., and F.Y.E.C Lam, 2016, "Is the Growth-value Anomaly Related to the Asset Growth Anomaly?", October.
Jagannathan, R., 2016, "Tail Risk in Momentum Strategy Returns", May.
Jiang, F., F. Jin, C. Liao, and G. Tang, 2020, "Intangibles to Tangible: In Search of Firm Value Creation", March.
Jiang, H., and Z. Sun, 2015, "Equity Duration: a Puzzle on High Dividend Stocks", September.
Kenchington, D. G., C. Wan, H. Z. Yuksel, 2019, "Gross Profitability and Mutual Fund Performance", May.
Keppo, J., T. Shumway, and D. Weagley, 2015, “Can Individual Investors Time Bubbles?”, March.
Koijen, R., H. Lustig and S. Van Nieuwerburgh, 2012, “The Cross-Section and Time-Series of Stock and Bond Returns”, August.
Lan, C., and R. Wermers, 2019, "Cash-Flow Timing vs. Discount-Rate Timing: An Examination of Mutual Fund Market-Timing Skills", June.
Leary, M., C. Ham, and Z. Kaplan, 2018, “Do Dividends Convey Information About Future Earning?”, April.
Lev, B., and X. Wu, 2022, "Identifying Overvalued Stocks with Corporate Job Postings", June.
Linnainmaa, J., R. Ball, J. Gerakos, and V. Nikolaev, 2014, “Deflating Profitability”, May.
Liu, J., and X. Zeng, 2017 "Correlation Ambiguity", June.
Löffler, G., 2019 “Does the Value Premium Decline with Investor Interest in Value?”, October.
Maloney, T. and T.J. Moskowitz, 2020, "Value and Interest Rates: Are rates to blame for value’s torments?", May.
Mamun, A., N. Visaltanachoti, and B. Jacobsen, 2005, “Seasonal, Size and Value Anomalies”, August.
Min, B., B. Qiu, and T. Roh, 2019, "What Drives the Dispersion Anomaly?", March.
Mitts, J., 2018, “Short and Distort”, August.
Mohanram, P., 2016, "Fundamental Analysis: Combining the Search for Quality with the Search for Value", May.
Müller, S., and F. Preissler, 2021, "In Good and in Bad Times? The Relation between Anomaly Returns and Market States", September.
Novy-Marx, R., 2014, “The Quality Dimension of Value Investing”, May.
O'Donovan, J., 2021, “Understanding the Asset Growth Anomaly”, July.
Pantzalis, C. - Click here to view working papers
Penman, S., and F. Reggiani, 2014 “The Value Trap: Value Buys Risky Growth”, September.
Phalippou, L. - Click here to view working papers
Pontiff, J., and R. D. McLean, 2013 “Does Academic Research Destroys Return Predictability?”, May.
Ringgenberg, M. C., M. Ma, X. Martin, and G. Zhou, 2018, “An Information Factor: Can Informed Traders Make Abnormal Profits?”, November.
Shleifer, A. - Click here to view working papers
Shue, K., and R. R. Townsend, 2019, “Can the Market Multiply and Divide? Non-Proportional Thinking in Financial Markets”, April.
Siegel, S., and F. Yu, 2013, “Value vs. Growth Investing - Why do Different Investors Have Different Styles?”, December.
Sougiannis, T., S. Li, and I-L. Wang, 2019, “Mandatory IFRS Adoption and the Usefulness of Accounting Information in Predicting Future Earnings and Cash Flows”, April
Stoumbos, R., S. Shao, and X. F. Zhang, 2019, “The Power of Accounting Information in Explaining Stock Returns”, April.
Veenman, D., and P. Verwijmeren, 2020, "Earnings Surprises, Mispricing, and the Dispersion Anomaly", February.
Viceira, L. - Click here to view working papers
Walkshäusl, C., 2009, “Fundamental Indexing Around the World”
Wang, B., 2022, "A New Value Strategy", November.
Wang, B., 2018, "The Cash Conversion Cycle Spread", August.
Wei, K. D., R. Wermers, and T. Yao, 2012, "Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds", April.
Wermers, R. 2019, "Active Investing and the Efficiency of Security Markets", March.
Wermers, R. 2012, "Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds", April.
Wong, W-K., 2009, “Financial Astrology: Mapping the Presidential Election Cycle in US Stock Markets”, January.
Xi, L., and R. Sullivan, 2010, “The Limits to Arbitrage Revisited: The Accrual and Asset Growth Anomalies.”, December.
Xi, L., and R. Sullivan, 2010, “Why Low-Volatility Stocks Outperform: Market Evidence on Systematic Risk versus Mispricing”, December.
Yan, Z., 2009, “When Two Anomalies Meet: Post-Earnings-Announcement Drift and Value-Glamour Anomaly”, September.
Yang, J., and X. Su, 2006, “Are Value and Growth More Predictable than the Market?”, March.
Zhang, L., L. Chen, and R. Petkova, 2006, “The Expected Value Premium”, presented at AFA, last updated in September 2006 [revision of NBER working paper #12183, Ross School of Business working paper #1049], September.
Zhang, L., and N. Liu, 2006, “Is the Value Spread a Useful Predictor of Returns?”, presented at WFA, last updated in September 2006 [revision of NBER working paper #11326, Ross School of Business working paper #1051], September.
Zhang, L., H. Gulen, and Y. Xing, 2004, “Value versus Growth: Movements in Economic Fundamentals”, presented at AFA, August.