Digesting anomalies in emerging European markets : a comparison of factor pricing models
Year of publication: |
June 2017
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Authors: | Zaremba, Adam ; Czapkiewicz, Anna |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 31.2017, p. 1-15
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Subject: | Asset pricing | Factor models | Anomalies | Emerging European markets | Emerging markets | Cross section of returns | Size | Value | Momentum | Profitability | Asset growth | Schwellenländer | Emerging economies | CAPM | Kapitaleinkommen | Capital income | Europa | Europe |
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