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Studies of equity returns in emerging markets: a literature review

Atılgan, Yiğit and Demirtaş, Özgür and Şimşek, Koray Deniz (2014) Studies of equity returns in emerging markets: a literature review. (Accepted/In Press)

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Abstract

We review the literature on empirical asset pricing in emerging markets. This literature is quite diverse and almost thirty years old. In order to make this task manageable, we focus on equity markets and limit the topics to return predictability and volatility modeling as well as restricting the review to the set of top journals in finance and those that specialize on emerging markets.

Item Type:Article
Uncontrolled Keywords:Emerging markets, equity returns, predictability, volatility of equity returns
Subjects:H Social Sciences > HG Finance > HG4501-6051 Investment, capital formation, speculation
ID Code:24515
Deposited By:Yiğit Atılgan
Deposited On:09 Dec 2014 21:32
Last Modified:16 Dec 2015 15:51

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