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dc.contributor.author변진호-
dc.contributor.author신정순-
dc.date.accessioned2016-08-28T10:08:00Z-
dc.date.available2016-08-28T10:08:00Z-
dc.date.issued2012-
dc.identifier.issn1540-496X-
dc.identifier.otherOAK-9440-
dc.identifier.urihttp://dspace.ewha.ac.kr/handle/2015.oak/223162-
dc.description.abstractThis paper examines whether the two-dimensional value investment strategy that incorporates both the value investment strategy and financial statement information can earn excess returns in the Korean stock market. The two-dimensional value investment strategy yields a return of 27.9 percent, which is 8.97 percent higher than the return provided by the simple value investment strategy. Thus, the result shows that the two-dimensional strategy is not only effective in the U. S. stock market, but also effective in emerging markets such as the Korean stock market. Furthermore, the two-dimensional value investment strategy shows that the higher return during a bear market demonstrates the strategy's protective ability.Copyright © 2012 M.E. Sharpe, Inc. All rights reserved.-
dc.languageEnglish-
dc.titleThe value of a two-dimensional value investment strategy: Evidence from the korean stock market-
dc.typeArticle-
dc.relation.issueSUPPL. 2-
dc.relation.volume48-
dc.relation.indexSSCI-
dc.relation.indexSCOPUS-
dc.relation.startpage58-
dc.relation.lastpage81-
dc.relation.journaltitleEmerging Markets Finance and Trade-
dc.identifier.doi10.2753/REE1540-496X48S204-
dc.identifier.wosidWOS:000310843900005-
dc.identifier.scopusid2-s2.0-84866616097-
dc.author.googleCho S.-S.-
dc.author.googleShin J.-S.-
dc.author.googleByun J.-
dc.contributor.scopusid변진호(7102897452)-
dc.contributor.scopusid신정순(54880392100)-
dc.date.modifydate20180515131318-
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경영대학 > 경영학전공 > Journal papers
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