Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 변진호 | - |
dc.contributor.author | 신정순 | - |
dc.date.accessioned | 2016-08-28T10:08:00Z | - |
dc.date.available | 2016-08-28T10:08:00Z | - |
dc.date.issued | 2012 | - |
dc.identifier.issn | 1540-496X | - |
dc.identifier.other | OAK-9440 | - |
dc.identifier.uri | https://dspace.ewha.ac.kr/handle/2015.oak/223162 | - |
dc.description.abstract | This 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.language | English | - |
dc.title | The value of a two-dimensional value investment strategy: Evidence from the korean stock market | - |
dc.type | Article | - |
dc.relation.issue | SUPPL. 2 | - |
dc.relation.volume | 48 | - |
dc.relation.index | SSCI | - |
dc.relation.index | SCOPUS | - |
dc.relation.startpage | 58 | - |
dc.relation.lastpage | 81 | - |
dc.relation.journaltitle | Emerging Markets Finance and Trade | - |
dc.identifier.doi | 10.2753/REE1540-496X48S204 | - |
dc.identifier.wosid | WOS:000310843900005 | - |
dc.identifier.scopusid | 2-s2.0-84866616097 | - |
dc.author.google | Cho S.-S. | - |
dc.author.google | Shin J.-S. | - |
dc.author.google | Byun J. | - |
dc.contributor.scopusid | 변진호(7102897452) | - |
dc.contributor.scopusid | 신정순(54880392100) | - |
dc.date.modifydate | 20220209081002 | - |