Strategies can be expensive too! The value spread and asset allocation in global equity markets

dc.contributor.author	Zaremba, A.
dc.contributor.author	Umutlu, M.
dc.date.accessioned	2021-01-25T20:48:26Z
dc.date.available	2021-01-25T20:48:26Z
dc.date.issued	2018
dc.identifier	10.1080/00036846.2018.1489523
dc.identifier.issn	00036846
dc.identifier.uri	https://www.scopus.com/inward/record.uri?eid=2-s2.0-85049965958&doi=10.1080%2f00036846.2018.1489523&partnerID=40&md5=3a69dcca1a1be8397d2bef4f4e4034f4
dc.identifier.uri	https://dspace.yasar.edu.tr/xmlui/handle/20.500.12742/9916
dc.description.abstract	Is the value spread useful for forecasting returns on quantitative equity strategies for country selection? To test this, we examine a sample of 120 country-level equity strategies replicated within 72 stock markets for the years 1996–2017. The value spre
dc.language.iso	English
dc.publisher	Applied Economics
dc.title	Strategies can be expensive too! The value spread and asset allocation in global equity markets
dc.type	Article
dc.relation.firstpage	6529
dc.relation.lastpage	6546
dc.relation.volume	50
dc.relation.issue	60
dc.description.affiliations	Department of Investment and Capital Markets, Poznan University of Economics and Business, Poland; Dubai Business School, University of Dubai, Dubai, United Arab Emirates; Department of International Trade and Finance, Yasar University, Izmir, Turkey

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