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Andrade, Sandro C. - 2006

Persistent link: https://www.econbiz.de/10003971697

Cross-sectional returns with volatility regimes from a diverse portfolio of emerging and developed equity indices

Sakowski, Paweł; Ślepaczuk, Robert; Wywiał, Mateusz - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 2, pp. 23-35

This article aims to extend evaluation of the classic multifactor model of Carhart (1997) for the case of global equity indices and to expand analysis performed in Sakowski et. al. (2015). Our intention is to test several modifications of these models to take into account different dynamics of...

Persistent link: https://www.econbiz.de/10011539896

Emerging market stock momentum returns during US economic regimes

Martirosyan, Anna; Simonian, Joseph - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 27-45

Persistent link: https://www.econbiz.de/10012613225

Empirical evidence of the existence of investable premiums in emerging market investable stocks

Girard, Eric C. - In: The financial review : the official publication of the … 45 (2010) 4, pp. 1025-1051

Persistent link: https://www.econbiz.de/10008698947

Global risk aversion and emerging market return comovements

Demirer, Rıza; Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Economics letters 173 (2018), pp. 118-121

Persistent link: https://www.econbiz.de/10012022952

Local currency bond returns in emerging economies and the role of foreign investors

So, Inhwan; Valente, Giorgio; Wu, Jason - 2019

Persistent link: https://www.econbiz.de/10012202946

Puzzling premiums on FX markets : carry trade, momentum, and value alone and strategy diversification

Mikova, Evgeniya; Teplova, Tamara V.; Munir, Qaiser - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 1, pp. 126-148

Persistent link: https://www.econbiz.de/10012211227

The impact of downside risk on expected return : evidence from emerging economies

Raza, Hassan; Hasan, Arshad; Rashid, Abdul - In: The Lahore journal of business 8 (2019) 1, pp. 91-106

Persistent link: https://www.econbiz.de/10012299297

An anatomy of global risk premiums

Boon, Ling-Ni; Ielpo, Florian - In: The journal of asset management 17 (2016) 4, pp. 229-243

Persistent link: https://www.econbiz.de/10011504216

A global-optimal portfolio theory beyond the R-σ model

Liua, Yifan; Liang, Shi-Dong - In: Frontiers of economics in China : selected publications … 15 (2020) 1, pp. 124-139

Persistent link: https://www.econbiz.de/10012227506

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