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Modeling time-varying volatility and expected returns : evidence from the GCC and MENA regions
Janabi, Mazin A. M. al; Hatemi-J, Abdulnasser; … - In: Emerging markets finance & trade : a journal of the … 46 (2010) 5, pp. 39-47
Persistent link: https://www.econbiz.de/10009238997
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The risk-return trade-off in emerging markets
Salvador, Enrique - In: Emerging markets finance & trade : a journal of the … 48 (2012) 6, pp. 106-128
Persistent link: https://www.econbiz.de/10009721133
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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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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
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Extreme returns in emerging stock markets : evidence of a MAX effect in South Korea
Nartea, Gilbert V.; Wu, Ji; Liu, Hong Tao - In: Applied financial economics 24 (2014) 4/6, pp. 425-435
Persistent link: https://www.econbiz.de/10010401960
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Stability, volatility, risk premiums, and predictability in Latin American emerging stock markets
Haque, Mahfuzul; Hassan, M. Kabir - In: Quarterly journal of business and economics : QJBE 40 (2001) 3/4, pp. 23-44
Persistent link: https://www.econbiz.de/10001764350
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Can extreme returns predict thecross-section of expected returns in theBrazilian market?
Marques, Naielly Lopes; Klotzle, Marcelo Cabus; Pinto, … - In: Revista Brasileira de Finanças : RBFin 20 (2022) 1, pp. 62-81
Persistent link: https://www.econbiz.de/10013257698
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Inflation risk, exchange rate risk, and asset returns : evidence from Korea, Malaysia, and Taiwan
Saleem, Kashif - In: The journal of applied business research 29 (2013) 4, pp. 1209-1221
Persistent link: https://www.econbiz.de/10009777588
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Market returns and risk factors for the emerging economies
Talukdar, Bakhtear; Parhizgari, Ali M. - In: Applied economics 52 (2020) 48, pp. 5230-5243
Persistent link: https://www.econbiz.de/10012307212
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The U.S. term structure and return volatility in emerging stock markets
Demirer, Rıza; Yüksel, Aslı; Yüksel, Aydın - In: Journal of economics and finance : JEF 44 (2020) 4, pp. 687-707
Persistent link: https://www.econbiz.de/10012297020