Can high trading volume and volatility switch boost momentum to show greater inefficiency and avoid crashes in emerging markets? : the economic relationship in factor investing in emerging markets
Tamara Teplova, Aleksandr Tomtosov
| Year of publication: |
2021
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|---|---|
| Authors: | Teplova, Tamara V. ; Tomtosov, Aleksandr |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 80.2021, p. 210-223
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| Subject: | Emerging markets | Factor investing | Momentum | Multifactor strategy | Trading volume | Volatility switch | Schwellenländer | Emerging economies | Volatilität | Volatility | Handelsvolumen der Börse | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance |