Value Investing and Size Effect in the South Korean Stock Market

There are indications that value investing strategies have been able to outperform the overall market in several countries across the globe. In this article, the specific case of South Korea is analyzed. It would appear that from a rigorous statistical point of view there are no strong evidence supp...

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Bibliographic Details
Main Author: Gerardo “Gerry” Alfonso Perez
Format: Article
Language:English
Published: MDPI AG 2018-03-01
Series:International Journal of Financial Studies
Subjects:
Online Access:http://www.mdpi.com/2227-7072/6/1/31