Does the Value Premium Decline with Investor Interest in Value?
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DOI: 10.1080/15427560.2020.1716232
Abstract: Abstract I approximate the interest that value investing attracts through the frequency with which terms such as “book-to-market ratio” appear in the corpus of books scanned by Google. Following the years in which investor interest… read more here.
Keywords: investor interest; value; interest; value premium ... See more keywords