| Reference: | Bondt, W. F., & Thaler, R. (1985). Does the stock market overreact?. The Journal of finance, 40(3), 793-805.
Brown, D., & Rowe, B. (2007). The productivity premium in equity returns.
Buffett, W., & Cunningham, L. A. (2001). The essays of Warren Buffett: lessons for corporate America. L. Cunningham.
Carhart, M. M. (1997). On persistence in mutual fund performance. The Journal of finance, 52(1), 57-82.
Chen, L., Novy-Marx, R., & Zhang, L. (2011). An alternative three-factor model.
Crawford, S., Gray, W. R., Vogel, J., & Xu, Y. (2017). Why Do Enterprise Multiples Predict Expected Stock Returns?.
Damodaran, A. (2012). Investment valuation: Tools and techniques for determining the value of any asset (Vol. 666). John Wiley & Sons.
Fama, E. F., & French, K. R. (1992). The cross‐section of expected stock returns. the Journal of Finance, 47(2), 427-465.
Fama, E. F., & French, K. R. (1993). Common risk factors in the returns on stocks and bonds. Journal of financial economics, 33(1), 3-56.
Greenblatt, J. (2006). The little book that beats the market. John Wiley & Sons.
Graham, B., & McGowan, B. (2005). The intelligent investor. Harper Collins.
Haugen, R. A., & Baker, N. L. (1996). Commonality in the determinants of expected stock returns. Journal of Financial Economics, 41(3), 401-439.
Jegadeesh, N., & Titman, S. (1993). Returns to buying winners and selling losers: Implications for stock market efficiency. The Journal of finance, 48(1), 65-91.
Koller, T., Goedhart, M., & Wessels, D. (2010). Valuation: measuring and managing the value of companies (Vol. 499). john Wiley and sons.
Klarman, S. (1991). Margin of safety. New York, NY: HarperBusiness.
Lakonishok, J., Shleifer, A., & Vishny, R. W. (1994). Contrarian investment, extrapolation, and risk. The journal of finance, 49(5), 1541-1578.
Loughran, T., & Wellman, J. W. (2011). New evidence on the relation between the enterprise multiple and average stock returns. Journal of Financial and Quantitative Analysis, 46(6), 1629-1650.
Marks, H. (2011). The most important thing. New York: Columbia University.
Novy-Marx, R. (2013). The quality dimension of value investing. Rnm. simon. rochester. edu, 1-54.
Novy-Marx, R. (2013). The other side of value: The gross profitability premium. Journal of Financial Economics, 108(1), 1-28.
Porta, R. L., Lakonishok, J., Shleifer, A., & Vishny, R. (1997). Good news for value stocks: Further evidence on market efficiency. The Journal of Finance, 52(2), 859-874.
Piotroski, J. D., & So, E. C. (2012). Identifying expectation errors in value/glamour strategies: A fundamental analysis approach. The Review of Financial Studies, 25(9), 2841-2875.
Piotroski, J. D. (2000). Value investing: The use of historical financial statement information to separate winners from losers. Journal of Accounting Research, 1-41.
Petkova, R., & Zhang, L. (2005). Is value riskier than growth?. Journal of Financial Economics, 78(1), 187-202. |
