Unlocking the secrets of fundamental indexes : size effect or value effect? ; evidence from emerging stock markets
Year of publication: |
2013
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Authors: | Hsieh, Heng-hsing |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 10.2013, 4, p. 48-64
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Subject: | fundamental indexes | efficient market hypothesis (EMH) | value effect | size effect | style anomalies | overreaction hypothesis | emerging markets | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Portfolio-Management | Portfolio selection | Betriebsgröße | Firm size | Schätzung | Estimation |
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