Size, value, and momentum in emerging market stock returns : integrated or segmented pricing?
Year of publication: |
April 2015
|
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Authors: | Hanauer, Matthias X. ; Linhart, Martin |
Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 44.2015, 2, p. 175-214
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Subject: | Emerging markets | Integrated pricing | Momentum premium | Size premium | Value premium | Schwellenländer | Emerging economies | CAPM | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Marktintegration | Market integration | Schätzung | Estimation | Welt | World |
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