The returns to value and momentum in Asian Markets

Author:

Brown Stephen,Yan Du Daphne,Rhee S. Ghon,Zhang Liang

Publisher

Elsevier BV

Subject

Economics and Econometrics,Business and International Management

Reference14 articles.

1. The dimensions of international equity style;Arshanapalli;Journal of Investing (Spring),1998

2. Growth versus value and large-cap versus small-cap stocks in international markets;Bauman;Financial Analysts Journal,1998

3. Momentum and Contrarian Returns in Asian Markets;Brown,2007

4. The Return to Value in Asian Stock Markets;Brown,2007

5. Profitability of momentum strategies in the international equity markets;Chan;Journal of Financial and Quantitative Analysis,2000

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