@misc{angelini2012value,
  title={Value matters: Predictability of Stock Index Returns},
  author={Natascia Angelini and Giacomo Bormetti and Stefano Marmi and Franco Nardini},
  year={2012},
  eprint={1204.5055},
  archivePrefix={arXiv},
  primaryClass={q-fin.GN},
  url={https://arxiv.org/abs/1204.5055}
}