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~isPartOf:"Emerging markets review"
~subject:"Estimation"
~subject:"Financial market"
~type:"article"
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Estimation
Financial market
CAPM
38
Emerging economies
17
Schwellenländer
17
Aktienmarkt
13
Capital income
13
Kapitaleinkommen
13
Stock market
13
Asset pricing
10
Risikoprämie
10
Risk premium
10
Schätzung
9
Börsenkurs
7
Emerging markets
7
Share price
7
China
6
Exchange rate risk
6
Portfolio selection
6
Portfolio-Management
6
Theorie
6
Theory
6
Währungsrisiko
6
Liquidity
5
Liquidität
5
Volatility
5
Volatilität
5
ARCH model
3
ARCH-Modell
3
Africa
3
Afrika
3
Fama-French three-factor model
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Financial investment
3
Finanzmarkt
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Investment
3
Kapitalanlage
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Marktintegration
3
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3
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12
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12
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English
12
Author
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Ali, Heba
1
An, Jiyoun
1
Blitz, David
1
Boubakri, Salem
1
Brana, Sophie
1
Cakici, Nusret
1
Cheng, Ai-ru
1
Chung, Hyunchul
1
Curatola, Giuliano
1
Djigbenou, Marie Louise
1
Donadelli, Michael
1
Fabozzi, Frank J.
1
Grüning, Patrick
1
Guillaumin, Cyriac
1
Hearn, Bruce
1
Ho, Kin-Yip
1
Jahan-Parvar, Mohammad R.
1
Klotzle, Marcelo Cabus
1
Leite, André Luis da Silva
1
Majerbi, Basma
1
Maydybura, Alina
1
Pang, Juan
1
Pinto, Antônio Carlos Figueiredo
1
Prat, Stéphanie
1
Rizeanu, Sorin
1
Silva, Aldo Ferreira da
1
Tan, Sinan
1
Vliet, Willem Nicolaas van
1
Zaremba, Adam
1
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Emerging markets review
Journal of financial economics
90
Journal of banking & finance
61
Journal of empirical finance
59
International review of financial analysis
56
Finance research letters
46
Management science : journal of the Institute for Operations Research and the Management Sciences
39
The journal of finance : the journal of the American Finance Association
39
Applied economics
38
Journal of international financial markets, institutions & money
35
International review of economics & finance : IREF
33
Pacific-Basin finance journal
32
The European journal of finance
30
Economic modelling
29
Journal of international money and finance
29
The North American journal of economics and finance : a journal of financial economics studies
29
The review of financial studies
27
Applied financial economics
25
Journal of financial and quantitative analysis : JFQA
24
Journal of risk and financial management : JRFM
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Journal of economic dynamics & control
22
Journal of econometrics
21
Review of quantitative finance and accounting
21
Research in international business and finance
20
Journal of monetary economics
18
Review of finance : journal of the European Finance Association
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Applied economics letters
16
Economics letters
15
Emerging markets, finance and trade : EMFT
14
International journal of economics and finance
14
Review of financial economics : RFE
14
Annals of finance
13
Cogent economics & finance
13
International journal of finance & economics : IJFE
13
The journal of asset management
13
Journal of economic theory
12
Journal of financial markets
12
Managerial finance
12
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ECONIS (ZBW)
12
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1
The cross-section of returns in frontier equity markets : integrated or segmented pricing?
Zaremba, Adam
;
Maydybura, Alina
- In:
Emerging markets review
38
(
2019
),
pp. 219-238
Persistent link: https://www.econbiz.de/10012312748
Saved in:
2
Does downside risk matter more in
asset
pricing
? : evidence from China
Ali, Heba
- In:
Emerging markets review
39
(
2019
),
pp. 154-174
Persistent link: https://www.econbiz.de/10012313110
Saved in:
3
Decomposing the value premium : the role of intangible information in the Chinese stock market
Ho, Kin-Yip
;
An, Jiyoun
- In:
Emerging markets review
44
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012414883
Saved in:
4
Size, value, profitability, and investment : evidence from emerging markets
Leite, André Luis da Silva
;
Klotzle, Marcelo Cabus
; …
- In:
Emerging markets review
36
(
2018
),
pp. 45-59
Persistent link: https://www.econbiz.de/10012114837
Saved in:
5
Exchange risk premia and firm charateristics
Chung, Hyunchul
;
Majerbi, Basma
;
Rizeanu, Sorin
- In:
Emerging markets review
22
(
2015
),
pp. 96-125
Persistent link: https://www.econbiz.de/10011304187
Saved in:
6
Matching the BRIC equity premium : a structural approach
Curatola, Giuliano
;
Donadelli, Michael
;
Grüning, Patrick
- In:
Emerging markets review
22
(
2015
),
pp. 65-75
Persistent link: https://www.econbiz.de/10011304190
Saved in:
7
The volatility effect in emerging markets
Blitz, David
;
Pang, Juan
;
Vliet, Willem Nicolaas van
- In:
Emerging markets review
16
(
2013
),
pp. 31-45
Persistent link: https://www.econbiz.de/10010243169
Saved in:
8
Risk–return trade-off in the pacific basin equity markets
Cheng, Ai-ru
;
Jahan-Parvar, Mohammad R.
- In:
Emerging markets review
18
(
2014
),
pp. 123-140
Persistent link: https://www.econbiz.de/10010418078
Saved in:
9
Size, value, and momentum in emerging market stock returns
Cakici, Nusret
;
Fabozzi, Frank J.
;
Tan, Sinan
- In:
Emerging markets review
16
(
2013
),
pp. 46-65
Persistent link: https://www.econbiz.de/10010243168
Saved in:
10
Global excess liquidity and asset prices in emerging countries : a PVAR approach
Brana, Sophie
;
Djigbenou, Marie Louise
;
Prat, Stéphanie
- In:
Emerging markets review
13
(
2012
)
3
,
pp. 256-267
Persistent link: https://www.econbiz.de/10009676069
Saved in:
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