Time trends and persistence of the return difference between growth and value investment strategies

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dc.contributor.authorMonge, Manuel
dc.contributor.authorHurtado, Rafael
dc.contributor.authorInfante, Juan
dc.date.accessioned2025-11-17T14:15:52Z
dc.date.available2025-11-17T14:15:52Z
dc.date.issued2025
dc.description.abstractThis paper examines the dynamic disequilibrium between value investing and growth strategies, focusing on the structural changes induced by the COVID-19 pandemic. Using fractional integration and Markov-switching dynamic regression (MS-DR) models, the paper analyzes persistence and regime shifts.
dc.description.filiationUEM
dc.description.impact2.6 Q2 JCR 2024spa
dc.description.impact0.803 Q1 SJR 2024spa
dc.description.impactNo data IDR 2024spa
dc.description.sponsorshipSin financiación
dc.identifier.citationMonge, M., Hurtado, R., & Infante, J. (2025). Time trends and persistence of the return difference between growth and value investment strategies. PLOS One, 20(9), e0332690. https://doi.org/10.1371/journal.pone.0332690
dc.identifier.doi10.1371/journal.pone.0332690
dc.identifier.issn1932-6203
dc.identifier.urihttps://hdl.handle.net/11268/16481
dc.language.isoeng
dc.peerreviewedSi
dc.relation.publisherversionhttps://doi.org/10.1371/journal.pone.0332690
dc.rightsAtribución/Reconocimiento 4.0 Internacionalen
dc.rights.accessRightsopen access
dc.rights.urihttps://creativecommons.org/licenses/by/4.0/
dc.subject.sdgGoal 8: Promote inclusive and sustainable economic growth, employment and decent work for all
dc.subject.unescoMercado financiero
dc.subject.unescoCrecimiento económico
dc.subject.unescoPandemia
dc.titleTime trends and persistence of the return difference between growth and value investment strategies
dc.typejournal article
dc.type.hasVersionVoR
dspace.entity.typePublication

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