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The momentum effect : pricing paradox or new beta strategy

Teplova, Tamara V.; Mikova, Evgenya - In: Information efficiency and anomalies in Asian equity …, (pp. 113-137). 2017

Persistent link: https://www.econbiz.de/10011928444

Purchasing power parity in ASEAN-5 countries : revisit with cross-sectional dependence and structural breaks

Munir, Qaiser; Kok Sook Ching; Hooi Hooi Lean; Teplova, … - In: Macroeconomics and finance in emerging market economies 11 (2018) 1/3, pp. 233-249

Persistent link: https://www.econbiz.de/10011974592

The impact of the US yield curve on sub-Saharan African equities

Bossman, Ahmed; Umar, Zaghum; Agyei, Samuel Kwaku; … - In: Finance research letters 53 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014472430

African forex markets : modeling their predictability and the asymmetric effects of oil and geopolitical risk

Huang, Shoujun; Gubareva, Mariya; Teplova, Tamara V.; … - In: Energy economics 136 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015046944

A Higher Moment Downside Framework for Conditional and Unconditional CAPM in the the Russian Stock Market

Teplova, Tamara - 2012

The article presents an empirical validation for mean-variance CAPM, using a Downside and Higher-moment framework of CAPM in the Russian stock market. The authors test the unconditional and conditional CAPM specifications on a sample of weekly returns of the most liquid Russian stocks over the...

Persistent link: https://www.econbiz.de/10013111542

A Higher Moment Downside Framework for Conditional and Unconditional CAPM in The Russian Stock Market

Mikova, Evgeniya - 2012

Persistent link: https://www.econbiz.de/10013113429

New evidence on the impact of implicit trading costs on asset prices in the Russian stock market

Teplova, Tamara; Gurov, Sergei - In: Applied economics 54 (2022) 51, pp. 5943-5955

Persistent link: https://www.econbiz.de/10013411329

International transmission of shocks and African forex markets

Huang, Shoujun; Bossman, Ahmed; Gubareva, Mariya; … - In: Energy economics 131 (2024), pp. 1-18

We explore the influence of oil price and geopolitical risk (GPR) on the international transmission of shocks within African forex markets. To gauge the dynamics of shock transmission, we employ the TVP-VAR connectedness model using daily data spanning over the period 2000-2023. We show that...

Persistent link: https://www.econbiz.de/10015046270