The Performance of Value and Growth Portfolios in East Asia before the Asian Financial Crisis
We examine value and growth portfolios in seven East Asian countries just before the onslaught of the 1997 Asian Financial Crisis. The value premiums in these countries, except in Indonesia, Taiwan, and Thailand, are found to be mainly positive. After controlling for firm size, risk, liquidity, and...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2005
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/1155 https://ink.library.smu.edu.sg/context/lkcsb_research/article/2154/viewcontent/1_s2.0_S0927538X0400040X_main.pdf |
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| Institution: | Singapore Management University |
| Language: | English |