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Value Spread

•Fama, Eugene F. and French, Kenneth R.,Value Versus Growth: The International Evidence(August 1997).
Available at SSRN: http://ssrn.com/abstract=2358 or DOI: 10.2139/ssrn.10.2139/ssrn.2358

•Randy Cohen and Tuomo Vuolteenaho, "The Value Spread", 2003, The Journal of Finance, 58, 609-641.

•Naiping Lu & Lu Zhang, 2005. "The Value Spread as a Predictor of Returns," NBER Working Papers 11326, National Bureau of Economic Research, Inc.

•James L. Davis & Eugene F. Fama & Kenneth R. French, (2000). "Characteristics, Covariances, and Average Returns: 1929 to 1997," CRSP working papers 359, Center for Research in Security Prices, Graduate School of Business, University of Chicago.

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