Explaining Equity Anomalies in Frontier Markets: A Horserace of Factor Pricing Models-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Explaining Equity Anomalies in Frontier Markets: A Horserace of Factor Pricing Models

Published:2019-06-11 Issue:13 Volume:57 Page:3604-3633
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Zaremba Adam¹²^ORCID,Maydybura Alina²^ORCID,Czapkiewicz Anna³,Arnaut Marina²^ORCID

Affiliation:

1. Department of Investment and Capital Markets, Faculty of Management, Poznań University of Economics and Business, Poznań, Poland

2. Dubai Business School, University of Dubai, Academic City, Dubai, UAE

3. Faculty of Management, AGH University of Science and Technology, Kraków, Poland

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2019.1612361

Reference83 articles.

1. Acadian. 2014. Frontier markets: A burgeoning institutional asset class. Acadian research commentary. http://www.acadian-asset.com/.

2. Ahmed, S., Z. Bu, and D. Tsvetanov. 2018. Best of the best: A comparison of factor models. Journal of Financial and Quantitative Analysis, in press. Available at SSRN: https://ssrn.com/abstract=3169251.

3. The Devil in HML’s Details

4. Asness, C. S., A. Frazzini, and L. H. Pedersen, 2017. Quality minus junk. Available at SSRN: https://ssrn.com/abstract=2312432.

5. Value and Momentum Everywhere

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Time-Series Predictability for Sector Investing;Financial Analysts Journal;2023-05-18

2. A Comparison of Competing Asset Pricing Models: Empirical Evidence from Pakistan;Risks;2023-03-24

3. Performance of factor models in explaining anomalous return patterns: Evidence from Pakistan;Investment Analysts Journal;2022-04-03

4. False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927–1987);Pacific-Basin Finance Journal;2021-12

5. Is there an illiquidity premium in frontier markets?;Emerging Markets Review;2020-03

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3