Performance persistence in anomaly returns : evidence from frontier markets
Year of publication: |
2020
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Authors: | Zaremba, Adam |
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. 56.2020, 12, p. 2852-2873
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Subject: | emerging markets | frontier markets | market efficiency | momentum | performance persistence | return predictability | stock market anomalies | Kapitaleinkommen | Capital income | Schwellenländer | Emerging economies | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | Börsenkurs | Share price | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model |
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