Are value, size and momentum premiums in CEE emerging markets only illusionary?
Adam Zaremba; Przemysław Konieczka
| Year of publication: |
2015
|
|---|---|
| Authors: | Zaremba, Adam ; Konieczka, Przemysław |
| Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 65.2015, 1, p. 84-104
|
| Subject: | value | size | momentum | transaction costs | liquidity | cross-section of stock returns | CEE markets | Eastern Europe | Osteuropa | Transaktionskosten | Transaction costs | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Schwellenländer | Emerging economies | Betriebsgröße | Firm size | Aktienmarkt | Stock market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010481111