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Size-Portfolio Idiosyncratic Volatility with Aggregate Return, Cross-Sectional Return, and GDP Growth : U.S. and International Evidence
Kuo, Chris - 2011
Firm size is an essential factor in examining the relation between returns and idiosyncratic volatilities. This paper documents that, when the idiosyncratic volatility is specified by firm size, the size-portfolio idiosyncratic volatility is statistically significant in explaining the future...
Persistent link: https://www.econbiz.de/10013117807
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Size, value and business cycle variables : the three-factor model and future economic growth : evidence from an emerging market
Ali, Fahad; He, RongRong; Jiang, Yuexiang - In: Economies : open access journal 6 (2018) 1, pp. 1-24
The paper empirically investigates three different methods to construct factors and identifies some pitfalls that arise in the application of Fama-French’s three-factor model to the Pakistani stock returns. We find that the special features in Pakistan significantly affect size and value...
Persistent link: https://www.econbiz.de/10011853557
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The value and growth effect in the Vietnamese stock market : a mispricing explanation
Le Quy Duong - In: Review of behavioral finance : RBF 16 (2024) 3, pp. 439-459
Persistent link: https://www.econbiz.de/10014538739
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Foreign exchange risk, equity risk factors and economic growth
Apergēs, Nikolaos; Artikis, Panayiotis G. - In: Atlantic economic journal : AEJ 44 (2016) 4, pp. 425-445
Persistent link: https://www.econbiz.de/10011711140
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Financiarisation et accumulation du capital productif au Brésil : les obstacles macro-économiques à une croissance soutenue
Bruno, Miguel - In: Revue tiers monde 48 (2007), pp. 65-92
Persistent link: https://www.econbiz.de/10003481346
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Modelling the relationship between government policy, economic growth, and deforestation in the Brazilian Amazon
Andersen, Lykke E. - 1997
Persistent link: https://www.econbiz.de/10000956304
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A restrição externa como fator limitante do crescimento econômico brasileiro : um teste empírico
Carvalho, Veridiana Ramos da Silva; Lima, Gilberto Tadeu; … - In: Economia : revista quadrimestral publicada pela ANPEC 9 (2008) 2, pp. 285-307
Persistent link: https://www.econbiz.de/10003957138
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Thirlwall's law and the long-term equilibrium growth rate : an application to Brazil ; an addendum
Britto, Gustavo; McCombie, John S. L. - In: Journal of post-Keynesian economics : JPKE 35 (2013) 4, pp. 695-696
Persistent link: https://www.econbiz.de/10009769760
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Economic growth in Brazil : a spatial filtering approach
Cravo, Túlio Antonio; Resende, Guilherme Mendes - In: The annals of regional science : an international … 50 (2013) 2, pp. 555-575
Persistent link: https://www.econbiz.de/10009730697
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Growth effects of inflation targeting revisited : empirical evidence from emerging markets
Amira, Beldi; Mouldi, Djelassi; Feridun, Mete - In: Applied economics letters 20 (2013) 4/6, pp. 587-591
Persistent link: https://www.econbiz.de/10009709901