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Essays on international finance and empirical asset pricing

Maletic, Matjaz - 2020

Persistent link: https://www.econbiz.de/10012144841

Special issue to honor Jegadeesh and Titman's (1993) landmarked momentum paper : preface and selective views on empirical asset pricing research in emerging markets

Chui, Andy C. W.; Wei, K. C. John - In: Pacific-Basin finance journal 82 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014463349

How news and its context drive risk and returns around the world

Calomiris, Charles W.; Mamaysky, Harry - In: Journal of financial economics 133 (2019) 2, pp. 299-336

Persistent link: https://www.econbiz.de/10012165423

The cross section of country equity returns : a review of empirical literature

Zaremba, Adam - In: Journal of risk and financial management : JRFM 12 (2019) 4/165, pp. 1-26

The last three decades brought mounting evidence regarding the cross-sectional predictability of country equity returns. The studies not only documented country-level counterparts of well-established stock-level anomalies, such as size, value, or momentum, but also demonstrated some unique...

Persistent link: https://www.econbiz.de/10012171448