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Are prominent equity market anomalies in India fading away?
Sharma, Gagan Deep; Subramaniam, Srividya; Sehgal, Sanjay - In: Global business review 22 (2021) 1, pp. 255-270
Persistent link: https://www.econbiz.de/10012483276
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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
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Fama-French five-factor asset pricing model : empirical evidence from Indian stock market
Tripathi, Vanita; Singh, Pardeep - In: International journal of business and globalisation : IJBG 27 (2021) 1, pp. 70-91
Persistent link: https://www.econbiz.de/10012505788
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Size, value, and momentum in Polish equity returns : local or international factors?
Zaremba, Adam; Konieczka, Przemysław - In: International journal of management and economics 53 (2017) 3, pp. 26-47
This paper tests the performance of the Capital Asset Pricing Model (CAPM) and the Fama-French three-factor and Carhart … models. The CAPM is rejected and the three-factor and four-factor models perform well for the size and B/M sorted portfolios …
Persistent link: https://www.econbiz.de/10012026674
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Asset pricing and downside risk in the Australian share market
Alles, Lakshman; Murray, Louis - In: Applied economics 49 (2017) 43, pp. 4336-4350
Persistent link: https://www.econbiz.de/10011843179
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Anomalies, risk adjustment and seasonality : Australian evidence
Zhong, Angel; Limkriangkrai, Manapon; Gray, Philip K. - In: International review of financial analysis 35 (2014), pp. 207-218
Persistent link: https://www.econbiz.de/10010530242
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Unlocking the secrets of fundamental indexes : size effect or value effect? ; evidence from emerging stock markets
Hsieh, Heng-hsing - In: Investment management and financial innovations 10 (2013) 4, pp. 48-64
Persistent link: https://www.econbiz.de/10010258446
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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
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The cross-section of stock returns in an early stock market
Ye, Qing; Turner, John D. - In: International review of financial analysis 34 (2014), pp. 114-123
Persistent link: https://www.econbiz.de/10010528463
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The cross-section of stock returns in an early stock market
Ye, Qing; Turner, John D. - 2014
Using a new dataset which contains monthly data on 1,015 stocks traded on the London Stock Exchange between 1825 and 1870, we investigate the cross section of stock returns in this early capital market. Unique features of this market allow us to evaluate the veracity of several popular...
Persistent link: https://www.econbiz.de/10010362246