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The five-factor asset pricing model tests and profitability and investment premiums : evidence from Pakistan
Ali, Fahad; Khurram, Muhammad Usman; Jiang, Yuexiang - In: Emerging markets, finance and trade : EMFT 57 (2021) 9, pp. 2651-2673
Persistent link: https://www.econbiz.de/10012549937
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Does leverage constrain real and AEM around IPO corporate event? : evidence from the emerging market
Sani Hussaini Kalgo; Bany-Ariffin, Amin Noordin; Hairul … - In: Global business review 20 (2019) 2, pp. 354-367
Persistent link: https://www.econbiz.de/10012035673
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Liquidity and equity returns in Borsa Istanbul
Atilgan, Yigit; Demirtas, K. Ozgur; Gunaydin, A. Doruk - In: Applied economics 48 (2016) 52/54, pp. 5075-5092
Persistent link: https://www.econbiz.de/10011644805
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Idiosyncratic volatility and stock returns : Indian evidence
Aziz, Tariq; Ansari, Valeed Ahmad - In: Cogent economics & finance 5 (2017) 1, pp. 1-20
This paper examines the idiosyncratic volatility (IV) puzzle in the Indian stock market for the period 1999–2014. Univariate and bivariate sorting, as well as cross-section regressions, suggest a positive relation between idiosyncratic volatility and future stock returns. However, this...
Persistent link: https://www.econbiz.de/10011887525
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Pricing of liquidity risk : new evidence from the Latin American emerging stock markets
Carvalho, Gabriel Augusto de; Amaral, Hudson Fernandes; … - In: Emerging markets, finance and trade : EMFT 58 (2022) 2, pp. 398-416
Persistent link: https://www.econbiz.de/10012802085
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Cross-sectional relationship between beta and realized returns in emerging markets
Khataybeh, Mohammad A.; Abdulaziz, Mohamad; Marashdeh, Zyad - In: Applied economics quarterly 65 (2019) 2, pp. 115-137
Persistent link: https://www.econbiz.de/10012293241
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A new perspective on the international evidence concerning the book-price effect
Foye, James; Mramor, Dušan - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2348-2363
Persistent link: https://www.econbiz.de/10011672517
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Idiosyncratic volatility, momentum, liquidity, and expected stock returns in developed and emerging markets
Switzer, Lorne N.; Picard, Alan - In: Multinational finance journal : MF ; quarterly … 19 (2015) 3/4, pp. 169-221
Persistent link: https://www.econbiz.de/10011434211
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Past price changes, trading volume and prediction of portfolio returns : evidence from select emerging markets
Sehgal, Sanjay; Vasishth, Vibhuti - In: Journal of advances in management research : JAMR 12 (2015) 3, pp. 330-356
Persistent link: https://www.econbiz.de/10011507420
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The cost of stock market integration in emerging markets
Bae, Kee-hong; Zhang, Xin - In: Asia-Pacific journal of financial studies 44 (2015) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10011458850