Diversity of Empirical Design - Review of Studies on the Cross-Section of Common Stocks-Reference-Cited by-同舟云学术

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Diversity of Empirical Design - Review of Studies on the Cross-Section of Common Stocks

Published:2014 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Waszczuk Antonina

Publisher

Elsevier BV

Reference183 articles.

1. Stock selection in emerging markets: portfolio strategies in Malaysia;D Achour;Emerging Markets Quarterly,1998

2. Empirical testing of different alternative proxy measures for firm size;O Al-Khazali;Journal of Applied Business Research,2005

3. Risk factors for the Swiss stock market;M Ammann;Swiss Journal of Economics and Statistics,2008

4. The cross-section of volatility and expected returns;A Ang;Journal of Finance,2006

5. Using Individual Stocks or Portfolios in Tests of Factor Models

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1. The alpha momentum effect in commodity markets;Energy Economics;2021-01

2. Dissecting anomalies in Islamic stocks: Integrated or segmented pricing?;Pacific-Basin Finance Journal;2020-09

3. Predicting Country Equity Returns: Data, Methods, and Empirical Evidence;International Equity Exchange-Traded Funds;2020

4. The Cross Section of Country Equity Returns: A Review of Empirical Literature;Journal of Risk and Financial Management;2019-10-28

5. Explaining Equity Anomalies in Frontier Markets: A Horserace of Factor Pricing Models;Emerging Markets Finance and Trade;2019-06-11

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