• Moore, J. Rankings of Published Price-Earnings Ratios and Investor Attention (2015). SSRN
  • Hsu, J. Value Investing: Smart Beta vs. Style Indices (2014). SSRN
  • Liang, S. Performance of Value Investing Strategies in Japan’s Stock Market (2013). Link
  • Asness, C. and Frazzini, A. The Devil in HML's Details (2012). Link
  • Piotroski, J. Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers (2000). Link


  • Menkhoff, L. et. al. Currency Value (2014). SSRN

Fixed Income

  • Correia, M., Richardson, S. and Tuna, I. Value Investing in Credit Markets (2011). SSRN

Countries / CAPE

  • Davis, J. et. al. Improving U.S. Stock Return Forecasts: A 'Fair-Value' CAPE Approach (2017). SSRN
  • Keimling, N. CAPE: Predicting Stock Market Returns (2014). Link
  • Ellahie, A., Katz, M. and Richardson, S. Risky Value (2013). SSRN
  • Faber, M. Global Value: Building Trading Models with the 10 Year CAPE (2012). SSRN
  • Klement, G. Does the Shiller-PE Work in Emerging Markets? (2012) SSRN
  • Angelini, N. et. al. Value Matters: Predictability of Stock Index Returns (2012). SSRN