Spectral analysis and the death of value investing

This study explores the redundancy of the value premium by conducting a Fourier analysis. The results illustrate periodicity in the value premium and merges the Adaptive Market Hypothesis with the Efficient Market hypothesis. The value premium is considered to be redundant due to structural economic...

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Autores principales: John-Morgan Bezuidenhout, Gary van Vuuren
Formato: article
Lenguaje:EN
Publicado: Taylor & Francis Group 2021
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Acceso en línea:https://doaj.org/article/e26eedeec0ae4f46abb7c0114152c7b4
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