The cross-section of stock returns in frontier emerging markets
Year of publication: |
2012
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Authors: | Groot, Wilma de ; Pang, Juan ; Swinkels, Laurens |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 19.2012, 5, p. 796-818
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Subject: | Alpha | Emerging markets | Frontier markets | Momentum effect | Size effect | Value effect | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Aktienmarkt | Stock market |
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