US risk premia under emerging markets constraints

Author:

Cavalcante-Filho EliasORCID,Chague Fernando,De-Losso RodrigoORCID,Giovannetti Bruno

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference35 articles.

1. Fama–Macbeth two-pass regressions: Improving risk premia estimates;Bai;Finance Research Letters,2015

2. Robustness of size and value effects in emerging equity markets, 1985–2000;Barry;Emerging Markets Review,2002

3. Growth versus value and large-cap versus small-cap stocks in international markets;Bauman;Financial Analysts Journal,1998

4. Aplicação do CAPM para a determinação do custo de capital próprio no Brasil;Bellizia,2009

5. Uma comparação entre os modelos CAPM Fama- French e Fama–French-Carhart;Bodur,2011

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