Value (papers)

Equity Currency Fixed Income Countries / CAPE
 * 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
 * Correia, M., Richardson, S. and Tuna, I. Value Investing in Credit Markets (2011). SSRN
 * 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