Predicting the performance of equity anomalies in frontier emerging markets : a Markov switching model approach
Anna Czapkiewicz, Adam Zaremba and Jan Jakub Szczygielski
| Year of publication: |
2019
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| Authors: | Czapkiewicz, Anna ; Zaremba, Adam ; Szczygielski, Jan Jakub |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 32.2019, 1,4, p. 3083-3099
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| Subject: | equity anomalies | Markov switching model | return predictability | frontier equity markets | emerging stock markets | factor allocation | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1331677X.2019.1653782 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012395129