The Expected Value Premium

By Long Chen, Ralitsa Petkova, Lu Zhang. 2008

129 citations recorded by the source corpus.

Subfields: Finance, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/93671dabcce9bcd9055357a4056989282a5322e7

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Lu Zhang
2. Yuhang Xing
3. Huseyin Gulen
4. Amiyatosh Purnanandam
5. Sudheer Chava
6. Kewei Hou
7. Michael R. Roberts
8. Xiaoji Lin

In Strategy and Management

1. Yuhang Xing
2. Huseyin Gulen
3. Lu Zhang
4. Sudheer Chava
5. Amiyatosh Purnanandam
6. Xiaoji Lin
7. Dongmei Li
8. Dong Lou

Citations in the corpus

• Value Versus Growth: Time-Varying Expected Stock Returns (2011, background): “Panel A demonstrates that consistent with Chen et al. (2008), the linear specification without interacted terms fails to capture the time variations of the expected value premium.”
• Is Default Risk Negatively Related to Stock Returns (2010, background): “Fama and French (2002) and Chen, Petkova, and Zhang (2008) use dividend growth models to estimate the ex-ante expected returns at the market and portfolio levels, respectively.”