Do asset pricing models explain size, and liquidity effects? : the case of an emerging stock market
Saumya Ranjan Dash; Jitendra Mahakud
| Year of publication: |
2014
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|---|---|
| Authors: | Dash, Saumya Ranjan ; Mahakud, Jitendra |
| Published in: |
Journal of emerging market finance. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0972-6527, ZDB-ID 2136100-9. - Vol. 13.2014, 3, p. 217-251
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| Subject: | Emerging market | liquidity effect | momentum effect | multifactor model | stock returns | CAPM | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Liquidität | Liquidity | Liquiditätseffekt | Liquidity effect | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Kapitalmarkttheorie | Financial economics |
| 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/10010492038