The Return Performance of Cubic Market Model: An Application to Emerging Markets
Author:
Affiliation:
1. School of Management, Universidad de los Andes, Bogotá, Colombia
2. Faculty of Economics and Business, Department of Economics, University of Salamanca, Salamanca, Spain
3. School of Business, Universidad Icesi, Cali, Colombia
Funder
FAPA-Uniandes
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2016.1251902
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1. Measuring time-varying equity risk premium in the context of financial crisis: do developed and emerging markets differ?
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3. A new methodology for studying the equity premium
4. The relationship between return and market value of common stocks
5. Pricing emerging market stock returns: An update
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