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
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 |
| Divisions: | Sabancı Business School Sabancı Business School > Accounting and Finance |
| Depositing User: | Yiğit Atılgan |
| Date Deposited: | 16 Dec 2015 15:50 |
| Last Modified: | 26 Apr 2022 09:25 |
| URI: | https://research.sabanciuniv.edu/id/eprint/27775 |
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Studies of equity returns in emerging markets: a literature review. (deposited 09 Dec 2014 21:32)
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