The tale of two tails and stock returns for two major emerging markets
Author:
Funder
University of Delhi
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s11156-024-01301-4.pdf
Reference85 articles.
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2. Agarwal V, Jiang L, Wen Q (2022) Why do mutual funds hold lottery stocks? J Financial Quant Anal 57(3):825–856. https://doi.org/10.1017/S0022109021000211
3. Akarim YD, Sevim S (2013) The impact of mean reversion model on portfolio investment strategies: empirical evidence from emerging markets. Econ Model 31:453–459. https://doi.org/10.1016/j.econmod.2012.11.028
4. Amihud Y (2002) Illiquidity and stock returns: cross-section and time-series effects. J Financial Markets 5(1):31–56. https://doi.org/10.1016/S1386-4181(01)00024-6
5. Amihud Y, Mendelson H (1986) Liquidity and stock returns. Financial Anal J 42(3):43–48. https://doi.org/10.2469/faj.v42.n3.43
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