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The cross-section of returns in frontier equity markets: Integrated or segmented pricing?

  • Published:2019-03 Issue: Volume:38 Page:219-238
  • ISSN:1566-0141
  • Container-title:Emerging Markets Review
  • language:en
  • Short-container-title:Emerging Markets Review

Author:

Zaremba AdamORCID,Maydybura Alina

Funder

National Science Centre of Poland

Publisher

Elsevier BV

Subject

Economics and Econometrics,Business and International Management

Reference61 articles.

1. Frontier markets: a burgeoning institutional asset class;Acadian,2014

2. The devil in HML's details;Asness;J. Portf. Manag.,2013

3. Value and momentum everywhere;Asness;J. Financ.,2013

4. Accruals, cash flows, and operating profitability in the cross section of stock returns;Ball;J. Financ. Econ.,2016

5. Efficient Factor Selection: Explaining Risk and Mean Returns Jointly;Balvers,2018

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1. The low-volatility effect in African frontier equity markets;Investment Analysts Journal;2024-07-11

2. Google search trends and stock markets: Sentiment, attention or uncertainty?;International Review of Financial Analysis;2024-01

3. Industry costs of equity: Evidence from frontier markets;International Review of Financial Analysis;2023-05

4. Recency bias and the cross-section of international stock returns;Journal of International Financial Markets, Institutions and Money;2023-04

5. Illiquidity and stock returns: the moderating role of investors' holding period in Central and Eastern European markets;International Journal of Emerging Markets;2022-10-28
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