Predicting the performance of equity anomalies in frontier emerging markets: a Markov switching model approach-Reference-Cited by-同舟云学术

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Predicting the performance of equity anomalies in frontier emerging markets: a Markov switching model approach

Published:2019-01-01 Issue:1 Volume:32 Page:3083-3099
ISSN:1331-677X
Container-title:Economic Research-Ekonomska Istraživanja
language:en
Short-container-title:Economic Research-Ekonomska Istraživanja

Author:

Czapkiewicz Anna¹^ORCID,Zaremba Adam²³^ORCID,Szczygielski Jan Jakub⁴^ORCID

Affiliation:

1. AGH University of Science and Technology, Kraków, Poland;

2. University of Dubai, Dubai, United Arab Emirates;

3. Poznan University of Economics and Business, Poznań, Poland;

4. Department of Financial Management, University of Pretoria, Pretoria, South Africa

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/1331677X.2019.1653782

Reference24 articles.

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

2. Sectoral integration and investment diversification opportunities: evidence from Colombo Stock Exchange

3. null

4. Scaling up Market Anomalies

5. Understanding Asset Pricing Anomalies Across the Globe: The Role of Newswatchers

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