Predicting equity returns in emerging markets
Year of publication: |
2021
|
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Authors: | Atilgan, Yigit ; Demirtas, K. Ozgur ; Günaydin, A. Doruk |
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. 3721-3738
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Subject: | emerging markets | anomalies | cross-section of equity returns | momentum | Tail risk | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | CAPM | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market |
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