The cross-section of returns in frontier equity markets : integrated or segmented pricing?
Year of publication: |
2019
|
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Authors: | Zaremba, Adam ; Maydybura, Alina |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 38.2019, p. 219-238
|
Subject: | Size | Momentum | Profitability | Value | Asset pricing | Factor models | Frontier equity markets | Investment | Stock market integration and segmentation | The cross-section of returns | Schätzung | Estimation | Aktienmarkt | Stock market | CAPM | Kapitaleinkommen | Capital income | Marktintegration | Market integration | Portfolio-Management | Portfolio selection |
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