Concepedia

Value Anomalies

Value Anomalies is a financial phenomenon in which value stocks—characterized by low price-to-fundamental ratios—consistently generate higher risk-adjusted returns than growth stocks, thereby deviating from the predictions of traditional asset pricing models that assume market efficiency.

57

Publications

9.1K

Citations

285

Authors

185

Institutions

Publications per year

2017–2026

15

Variants

Value Premium

Parents

Publications

57

Dissecting Anomalies

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 2008 · 1.6K citations

, , +16

Bad Beta, Good Beta

John Y. Campbell, Tuomo Vuolteenaho · American Economic Review · 2004 · 1.2K citations

, , +17

Size and value in China

Jianan Liu, Robert F. Stambaugh, Yu Yuan · Journal of Financial Economics · 2019 · 825 citations · Full text

, , +17

Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly

Jeffrey Wurgler, Brendan Bradley, Malcolm Baker · The Faculty Digital Archive (New York University) · 2010 · 821 citations · Full text

, , +16

Asset Pricing Models and Financial Market Anomalies

Doron Avramov, Tarun Chordia · Review of Financial Studies · 2006 · 518 citations

, , +17

1–5 of 57

Authors

285

  1. AT
    Allan Timmermann

    University of California San Diego, United States

    3 publications · 161 citations

    3

    h-index

  2. TV
    Tuomo Vuolteenaho

    National Bureau of Economic Research, United States

    3 publications · 1.4K citations

    3

    h-index

  3. DA
    Doron Avramov

    Reichman University, Israel

    3 publications · 680 citations

    3

    h-index

  4. TC
    Tarun Chordia

    Emory University, United States

    3 publications · 680 citations

    3

    h-index

  5. MG
    Massimo Guidolin

    Bocconi University, Italy

    3 publications · 161 citations

    3

    h-index

1–5 of 285

Institutions

185

  1. National Bureau of Economic Research

    Cambridge, United States

    8 h-index

    11 publications

    3.4K citations

  2. Duke University

    Durham, United States

    4 h-index

    4 publications

    928 citations

  3. Emory University

    Atlanta, United States

    4 h-index

    4 publications

    779 citations

  4. University of Chicago

    Chicago, United States

    3 h-index

    3 publications

    134 citations

  5. University of Oxford

    Oxford, United Kingdom

    3 h-index

    7 publications

    810 citations

  6. Harvard University

    Cambridge, United States

    3 h-index

    4 publications

    331 citations

  7. University of California San Diego

    San Diego, United States

    3 h-index

    4 publications

    171 citations

  8. Columbia University

    New York, United States

    2 h-index

    26 publications

    2.5K citations

1–8 of 185

Venues

  1. SSRN Electronic Journal

    Repository · 14 publications · 741 citations

    13

    h-index

  2. Journal of Financial Economics

    4 publications · 1.6K citations

    4

    h-index

  3. The Journal of Finance

    4 publications · 2.1K citations

    4

    h-index

  4. Journal of Banking & Finance

    2 publications · 43 citations

    2

    h-index

  5. Australian Journal of Management

    2 publications · 55 citations

    2

    h-index

1–5