The Value Premium and the CAPM
"In this research we compare the risk preference attitudes and behavior between a sample of 470 Chinese workers and a sample of 2,671 Americans from the Survey of Consumer Finances. Our findings show that Chinese in our sample are more risk tolerant than Americans in their financial decisions, both in attitudes and behavior. Alternative explanations such as a lack of knowledge about the relationship between risk and return among the current generation Chinese are also explored. Theoretical and practical implications of this research are discussed."
Capturing the Value Premium in the U.K. 1955-2001 by Elroy Dimson, Stefan Nagel & Garrett Quigley - January, 2003
Multi-Factor Asset Pricing Analysis of International Value Investment Strategies by Bala G Arshanapalli, T. Daniel Coggin & John Doukas - February, 1998
The Anatomy of Value and Growth Stock Returns by Eugene Fama & Kenneth French - August, 2007
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