Value versus glamour
By Jennifer S. Conrad, Michael J. Cooper, Gautam Kaul. 2003
145 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/178296f78564947ff71c225a0da1eaa8fa335577
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Elisa Ossola
- Patrick Gagliardini
- Ralitsa Petkova
- Olivier Scaillet
- Sudheer Chava
- Lu Zhang
- Long Chen
- Amiyatosh Purnanandam
In Finance
- Long Chen
- Ralitsa Petkova
- Amiyatosh Purnanandam
- Elisa Ossola
- Patrick Gagliardini
- Lu Zhang
- Olivier Scaillet
- Sudheer Chava
In Management Science and Operations Research
- Sudheer Chava
- Olivier Scaillet
- Long Chen
- Lu Zhang
- Robert Novy-Marx
- Berardino Palazzo
- Xian Wang
- Zongwu Cai
Citations in the corpus
- The Expected Value Premium (2008, background): “The third story argues that the value premium results spuriously from sample-selection bias (e.g., Kothari, Shanken, and Sloan 1995; Schwert 2003) and data-snooping bias (e.g. MacKinlay 1995; Conrad, Cooper, and Kaul 2003).”
- Is Default Risk Negatively Related to Stock Returns (2010, background): “Conrad, Cooper, and Kaul (2003) discuss the usefulness of out-of-sample tests especially for portfolios sorted on firm characteristics.”
- CAPM Over the Long-Run: 1926-2001 (2003, unknown): “Another related field is the data-snooping literature (Lo and MacKinlay, 1990; Conrad, Cooper and Kaul, 2003).”
- Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets (2016, background): “Shanken (1990), Cochrane (1996), Ferson and Schadt (1996), Ferson and Harvey (1991, 1999), Lettau and Ludvigson (2001), Petkova and Zhang (2005)).”