The cross-section of returns in frontier equity markets : integrated or segmented pricing?
Adam Zaremba, Alina Maydybura
| Year of publication: |
2019
|
|---|---|
| Authors: | Zaremba, Adam ; Maydybura, Alina |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 38.2019, p. 219-238
|
| Subject: | Size | Momentum | Profitability | Value | Asset pricing | Factor models | Frontier equity markets | Investment | Stock market integration and segmentation | The cross-section of returns | Aktienmarkt | Stock market | CAPM | Marktintegration | Market integration | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Marktsegmentierung | Market segmentation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2019.02.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012312748