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)

There is a more recent version of this item available.
[thumbnail of This is a RoMEO white journal] PDF (This is a RoMEO white journal)
Restricted to Repository staff only

Download (206kB) | Request a copy


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
Divisions: Sabancı Business School
Sabancı Business School > Accounting and Finance
Depositing User: Yiğit Atılgan
Date Deposited: 09 Dec 2014 21:32
Last Modified: 02 Aug 2019 10:34

Available Versions of this Item

Actions (login required)

View Item
View Item