The cross-section of expected stock returns : new evidence from an emerging market
Year of publication: |
2018
|
---|---|
Authors: | Thach Ngoc Pham ; Vuong Minh Nguyen ; Duc Hong Vo |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 54.2018, 13/14/15, p. 3566-3576
|
Subject: | asset pricing | DuPont analysis | residual income valuation | stock returns | Vietnam | Kapitaleinkommen | Capital income | CAPM | Viet Nam | Börsenkurs | Share price | Schätzung | Estimation | Schwellenländer | Emerging economies | Residualgewinn | Residual income | Kapitalmarktrendite | Capital market returns |
-
Idiosyncratic volatility and stock returns : Indian evidence
Aziz, Tariq, (2017)
-
Value-at-risk and stock returns : evidence from India
Aziz, Tariq, (2017)
-
Anomalies in emerging markets : the case of Mexico
Diaz-Ruiz, Polux, (2020)
- More ...
-
The determinants of financial instability in emerging countries
Duc Hong Vo, (2019)
-
Systematic risk in the Asia Pacific region : a clinical death?
Thang Cong Nguyen, (2020)
-
The long and short of commodity tails and their relationship to Asian equity markets
Powell, Robert, (2017)
- More ...