Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor-Reference-Cited by-同舟云学术

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Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor

Published:2021-08 Issue: Volume: Page:102394
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

González-Sánchez Mariano^ORCID

Publisher

Elsevier BV

Subject

Finance

Reference23 articles.

1. Arbitrage risk and the book-to-market anomaly;Ali;J. Financ. Econ.,2003

2. Emerging equity market volatility;Bekaert;J. Financ. Econ.,1997

3. Revisiting momentum profits in emerging markets;Butt;Pac.-Basin Finance J.,2021

4. Size, value and momentum in emerging markets stock returns;Cakici;Emerg. Mark. Rev,2013

5. Does a search attention index explain portfolio returns in India?;Dharania;Borsa Istanbul Rev.,2021

Cited by 3 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. Testing multifactor asset pricing models in the stock market;Corporate and Business Strategy Review;2024

2. Which factors explain African stock returns?;Finance Research Letters;2023-06

3. C.E.O. characteristics and corporate risk-taking: evidence from emerging markets;Economic Research-Ekonomska Istraživanja;2023-05-02

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