Explaining equity anomalies in frontier markets : a horserace of factor pricing models
Year of publication: |
2021
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Authors: | Zaremba, Adam ; Maydybura, Alina ; Czapkiewicz, Anna ; Arnaut, Marina |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 57.2021, 13, p. 3604-3633
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Subject: | empirical asset pricing | equity anomalies | factor models | frontier stock markets | the cross-section of returns | CAPM | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Kapitalmarkttheorie | Financial economics |
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