Studies of Equity Returns in Emerging Markets : A Literature Review

We review the literature on empirical asset pricing in emerging markets. This literature is quite diverse and almost thirty years old. In order to make this task manageable, we focus on equity markets and limit the topics to return predictability and volatility modeling as well as restricting the review to the set of top journals in finance and those that specialize on emerging markets

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Year of publication:	2015
Authors:	Atilgan, Yigit
Other Persons:	Demirtas, K. Ozgur (contributor) ; Simsek, Koray D. (contributor)
Publisher:	[2015]: [S.l.] : SSRN
Subject:	Schwellenländer \| Emerging economies \| Kapitaleinkommen \| Capital income

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Extent:	1 Online-Ressource (29 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Emerging Markets Finance and Trade, Vol. 51, No. 4, 2015 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 26, 2014 erstellt
Other identifiers:	10.2139/ssrn.2441823 [DOI]
Classification:	G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013033507