Seasonality in the cross section of stock returns : advanced markets versus emerging markets
Year of publication: |
2018
|
---|---|
Authors: | Li, Fengyun ; Zhang, Huacheng ; Zheng, Dazhi |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 49.2018, p. 263-281
|
Subject: | Asset pricing | Emerging market | International financial markets | Market efficiency | Seasonality | Schwellenländer | Emerging economies | Effizienzmarkthypothese | Efficient market hypothesis | Internationaler Finanzmarkt | International financial market | CAPM | Saisonale Schwankungen | Seasonal variations | Finanzmarkt | Financial market | Welt | World | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price |
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