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Predicting equity returns in emerging markets

Atilgan, Yigit; Demirtas, K. Ozgur; Günaydin, A. Doruk - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 13, pp. 3721-3738

Persistent link: https://www.econbiz.de/10012623464

Efficiency classification among MENA region stock markets indexes : insights from multifractal spectrum and MSM forecasts

Antar, Monia - In: International journal of business and emerging markets … 14 (2022) 2, pp. 189-212

Persistent link: https://www.econbiz.de/10013193909

The forecasting performances of volatility models in emerging stock markets : is a generalization really possible?

Iltuzer, Zeynep; Tas, Oktay - In: Journal of applied finance & banking 3 (2013) 2, pp. 49-73

In almost all stages of forecasting volatility, certain subjective decisions need to be made. Despite of an enormous literature in the area, these subjectivities are hindrances to reaching an overall conclusion on the performances of the models. In order to find out outperforming model in...

Persistent link: https://www.econbiz.de/10009743532

Predicting the performance of equity anomalies in frontier emerging markets : a Markov switching model approach

Czapkiewicz, Anna; Zaremba, Adam; Szczygielski, Jan Jakub - In: Economic research 32 (2019) 1,4, pp. 3083-3099

Persistent link: https://www.econbiz.de/10012395129

Performance persistence in anomaly returns : evidence from frontier markets

Zaremba, Adam - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 12, pp. 2852-2873

Persistent link: https://www.econbiz.de/10012312684

David, Joel M.; Simonovska, Ina - In: Journal of international economics 99 (2016), pp. 58-77

Persistent link: https://www.econbiz.de/10011655068

On time-varying predictability of emerging stock market returns

Auer, Benjamin R. - In: Emerging markets review 27 (2016), pp. 1-13

Persistent link: https://www.econbiz.de/10011670949

Directional predictability of implied volatility : from crude oil to developed and emerging stock markets

Bouri, Elie; Lien, Da-hsiang Donald; Roubaud, David; … - In: Finance research letters 27 (2018), pp. 65-79

Persistent link: https://www.econbiz.de/10012006745

The effect of US stock market uncertainty on emerging market returns

Sarwar, Ghulam; Khan, Walayet - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1796-1811

Persistent link: https://www.econbiz.de/10011824764

Do extreme returns matter in emerging markets? : evidence from the Chinese stock market

Nartea, Gilbert V.; Kong, Dongmin; Wu, Ji - In: Journal of banking & finance 76 (2017), pp. 189-197

Persistent link: https://www.econbiz.de/10011814322