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Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/62710
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dc.contributor.authorGlabadanidis, P.-
dc.date.issued2010-
dc.identifier.citationJASSA, 2010; 3(3):12-17-
dc.identifier.issn0313-5934-
dc.identifier.urihttp://hdl.handle.net/2440/62710-
dc.description.abstractUsing three financial ratios as value and growth determinants, this study indicates that the value premium in the Australian stock market is highly significant, both statistically and economically, especially between 1991 and 2007. New evidence is also provided, which suggests that the value premium is driven by positive loadings of value portfolios and negative loadings of growth portfolios on a zero-beta factor portfolio.-
dc.description.statementofresponsibilityPaskalis Glabadanidis-
dc.language.isoen-
dc.publisherSecurities Institute of Australia-
dc.rightsCopyright status unknown-
dc.source.urihttp://search.informit.com.au/documentSummary;dn=601044735489778;res=IELBUS-
dc.subjectvalue premium-
dc.subjectearnings yield-
dc.subjectcash earnings yield-
dc.subjectzero-beta factor-
dc.subjectasset management.-
dc.titleThe performance of value and growth portfolios in Australia: Implications for asset management-
dc.typeJournal article-
pubs.publication-statusPublished-
dc.identifier.orcidGlabadanidis, P. [0000-0003-0247-8430]-
Appears in Collections:Aurora harvest
Business School publications

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