Explaining equity anomalies in frontier markets : a horserace of factor pricing models
Adam Zaremba, Alina Maydybura, Anna Czapkiewicz, and Marina Arnaut
| Year of publication: |
2021
|
|---|---|
| Authors: | Zaremba, Adam ; Maydybura, Alina ; Czapkiewicz, Anna ; Arnaut, Marina |
| Subject: | empirical asset pricing | equity anomalies | factor models | frontier stock markets | the cross-section of returns | CAPM | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Kapitalmarkttheorie | Financial economics | Risikoprämie | Risk premium |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2019.1612361 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012623456