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The returns to value and momentum in Asian Markets

Brown, Stephen; Yan Du, Daphne; Rhee, S. Ghon; Zhang, Liang - In: Emerging Markets Review 9 (2008) 2, pp. 79-88

Two unique experiments are conducted. First, we evaluate returns to the best value and momentum strategies combined by: (i) a long portfolio of stocks classified as both value stocks and winner stocks; and (ii) a short portfolio of stocks classified as both growth and loser stocks. Second, we...

Persistent link: https://www.econbiz.de/10005166193

The returns to value and momentum in Asian markets

Brown, Stephen J.; Du, Daphne Yan; Rhee, S. Ghon; … - In: Emerging markets review 9 (2008) 2, pp. 79-88

Persistent link: https://www.econbiz.de/10003723945

The return to value in Asian stock markets

Brown, Stephen J.; Rhee, S. Ghon; Zhang, Liang - In: Emerging markets review 9 (2008) 3, pp. 194-205

Persistent link: https://www.econbiz.de/10003766755

The returns to value and momentum in Asian markets

Brown, Stephen; Du, Daphne Yan; Rhee, S. Ghon; Zhang, Liang - In: Emerging markets review 9 (2008) 2, pp. 79-88

Persistent link: https://www.econbiz.de/10009869116

The return to value in Asian stock markets

Brown, Stephen; Rhee, S. Ghon; Zhang, Liang - In: Emerging markets review 9 (2008) 3, pp. 194-205

Persistent link: https://www.econbiz.de/10009869119