Monge, ManuelHurtado, RafaelInfante, Juan2025-11-172025-11-172025Monge, 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.03326901932-6203https://hdl.handle.net/11268/16481This 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.engAtribución/Reconocimiento 4.0 Internacionalhttps://creativecommons.org/licenses/by/4.0/journal article10.1371/journal.pone.0332690open accessMercado financieroCrecimiento económicoPandemiaGoal 8: Promote inclusive and sustainable economic growth, employment and decent work for all