The Fama-French five-factor model and emerging market equity returns
Year of publication: |
2022
|
---|---|
Authors: | Mosoeu, Selebogo ; Kodongo, Odongo |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 85.2022, p. 55-76
|
Subject: | Emerging equity markets | Fama-French factors | Generalized method of moments | Schwellenländer | Emerging economies | CAPM | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Momentenmethode | Method of moments | Volatilität | Volatility |
-
Size, value, and momentum in emerging market stock returns
Cakici, Nusret, (2013)
-
Cross sectional moments and portfolio returns : evidence for select emerging markets
Sehgal, Sanjay, (2016)
-
Option pricing and spikes in volatility theoretical and empirical anaylsis
Zerilli, Paola, (2007)
- More ...
-
The Fama-French Five-Factor Asset Pricing Model and Emerging Markets Equity Returns
Mosoeu, Selebogo, (2019)
-
Bank performance and real sector productivity in East Africa
Kodongo, Odongo, (2024)
-
The drivers of cross-border banking expansion: Evidence from East Africa
Kodongo, Odongo, (2014)
- More ...