TY  - JOUR 
AU  - Monge, Manuel
AU  - Hurtado, Rafael
AU  - Infante, Juan
PY  - 2025
UR  - https://hdl.handle.net/20.500.12766/810
AB  - This 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)...
LA  - eng
PB  - PLOS One
TI  - Time trends and persistence of the return difference between growth and value investment strategies
DO  - 10.1371/journal. pone.0332690
T2  - PLoS One
M2  - 1
KW  - Humans
KW  - Investments / economics
KW  - Markov Chains
KW  - Pandemics / economics
KW  - SARS-CoV-2 / isolation & purification
KW  - COVID-19 / economics
KW  - COVID-19 / epidemiology
VL  - 20
ER  -