Value versus Glamour Stocks: The Return of Irrational Exuberance?
Benoit Bellone and Raul Leote de Carvalho
The Journal of Investing February 2022, 31 (2) 75-93; DOI: https://doi.org/10.3905/joi.2021.1.199
Benoit Bellone
is a quant researcher in the Quant Research Group at BNP Paribas Asset Management in Paris, France
Raul Leote de Carvalho
is the deputy head of the Quant Research Group at BNP Paribas Asset Management in Paris, France
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In this issue
The Journal of Investing
Vol. 31, Issue 2
February 2022
Value versus Glamour Stocks: The Return of Irrational Exuberance?
Benoit Bellone, Raul Leote de Carvalho
The Journal of Investing Jan 2022, 31 (2) 75-93; DOI: 10.3905/joi.2021.1.199
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- Article
- Abstract
- WHAT HAS BEEN HAPPENING TO VALUE STOCKS?
- THE RELATIONSHIP BETWEEN VALUE PREMIUM AND VALUE SPREADS
- WHAT HAS BEEN HAPPENING TO VALUE SPREADS?
- WHICH STOCKS HAVE BEEN DRIVING VALUE SPREADS?
- THE IMPACT OF GROWTH DISPERSION IN VALUE SPREADS
- IMPACT OF VALUE SPREAD CHANGES ON OTHER FACTOR STYLES
- CONCLUSIONS
- APPENDIX
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