Studies of equity returns in emerging markets: a literature review
Atılgan, Yiğit and Demirtaş, Özgür and Şimşek, Koray Deniz (2015) Studies of equity returns in emerging markets: a literature review. Emerging Markets Finance and Trade, 51 (4). pp. 757-773. ISSN 1540–496X (Print) 1558-0938 (Online)
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Official URL: http://dx.doi.org/10.1080/1540496X.2015.1046347
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.
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