Consideration of the Existence of the Value Effect in Japan in Recent Years

Brooke Alexandra Maeda

International Journal of Economics and Finance, 2024, vol. 16, issue 12, 26

Abstract: It was widely reported that a strong value effect exists on the Japanese share market, however research suggests that it disappeared from about 2008. Examination of data on the Russell / Nomura Japan Equity Indexes suggests that the value premium reappeared around 2013 and has become significantly strong since 2021, despite structural and regulatory changes increasing market efficiency and the number of international investors.

Date: 2024
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