Rationalizing the value premium in emerging markets

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Rationalizing the value premium in emerging markets

We reconfirm the presence of value premium in emerging markets. Using the Brazil–Turkey–India–China (BTIC) grouping during a period of substantial economic growth and stock market development, we attribute the premium to the investment patterns of glamour firms. We conjecture based on empirical evid...

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Bibliographic Details
Main Authors:	Ebrahim, M. Shahid, Girma, Sourafel, Shah, M. Eskandar, Williams, Jonathan
Format:	Article
Published:	Elsevier 2014
Subjects:	Asset Pricing Growth (i.e. Glamour) Stocks Multifactor Models Real Options Value (i.e. Unspectacular) Stocks.
Online Access:	https://eprints.nottingham.ac.uk/47147/

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