Time and the payoff to value investing

INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS

Sudipta Basu · The Journal of Finance · 1977 · 2.5K citations

Business, Economics, Finance +12

The Interaction of Value and Momentum Strategies

Clifford S. Asness · Financial Analysts Journal · 1997 · 267 citations

Business, Strategic Management, Business Strategy +10

The relationship between excess returns, firm size and earnings on the Johannesburg Stock Exchange

Michael Page, Francis H. Palmer · South African Journal of Business Management · 1991 · 39 citations · Full text

Social Sciences, Business Economics, Economics +14

Premium to book value may be a contrary indicator

Thomas Plaistowe, Rory F. Knight · Investment Analysts Journal · 1986 · 26 citations

Business, Economics, Finance +6