Is the value premium a proxy for time-varying investment opportunities? Some time-series evidence

Journal of Financial and Quantitative Analysis

Volumn 44, Issue 1, 2009, Pages 133-154

  Guo, Hui ^a   Savickas, Robert ^b   Wang, Zijun ^c   Yang, Jian ^d  

^a UNIVERSITY OF CINCINNATI   (United States)

^b GEORGE WASHINGTON UNIVERSITY   (United States)

^c TEXAS A AND M UNIVERSITY   (United States)

^d UNIVERSITY OF COLORADO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 67649661894     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.1017/S002210900909005X     Document Type: Article

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