Similar Search Results

The cross-section of stock returns in frontier emerging markets

Groot, Wilma de; Pang, Juan; Swinkels, Laurens - In: Journal of empirical finance 19 (2012) 5, pp. 796-818

Persistent link: https://www.econbiz.de/10009700587

Size, value, and momentum in emerging market stock returns

Cakici, Nusret; Fabozzi, Frank J.; Tan, Sinan - In: Emerging markets review 16 (2013), pp. 46-65

Persistent link: https://www.econbiz.de/10010243168

Do asset pricing models explain size, and liquidity effects? : the case of an emerging stock market

Dash, Saumya Ranjan; Mahakud, Jitendra - In: Journal of emerging market finance 13 (2014) 3, pp. 217-251

Persistent link: https://www.econbiz.de/10010492038

Is the abnormal post-IPO underperformance really abnormal? : the evidence from CEE emerging markets

Zaremba, Adam; Szyszka, Adam - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2721-2739

Persistent link: https://www.econbiz.de/10011675587

Abnormal returns and stock price movements : some evidence from developed and emerging markets

Caporale, Guglielmo Maria; Plastun, Alex - 2020

This paper investigates the impact of abnormal returns on stock prices by using daily and hourly data for some developed (US, UK, Japan) and emerging (China, India) markets over the period 01.01.2010-01.01.2020. Average analysis, t-tests, CAR and trading simulation methods are used to test the...

Persistent link: https://www.econbiz.de/10012390869