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Studies of Equity Returns in Emerging Markets: A Literature Review
16 references·5 citing·24 second hopsampled
Studies of Equity Returns in Emerging Markets: A Literature Review (2014)Studies of Equity Returns in Emerging Mar…Individualism and Momentum around the World (2010)Individualism and Momentum ar…Liquidity and Expected Returns: Lessons from Emerging Markets (2007)Liquidity and Expected Return…Asset pricing with liquidity risk (2005)Asset pricing with liquidity …Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Stock Market Liberalization, …Foreign Speculators and Emerging Equity Markets (2000)Foreign Speculators and Emerg…Value versus Growth: The International Evidence (1998)Value versus Growth: The Inte…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Emerging equity market volatility (1997)Emerging equity market volati…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…International Portfolio Choice and Corporation Finance: A Synthesis (1983)International Portfolio Choic…The relationship between return and market value of common stocks (1981)The relationship between retu…Bibliometric study on asset pricing (2021)Bibliometric study on asset p…A guide on empirical tests of the EMH (2019)A guide on empirical tests of…A Bibliometric Review of Volatility Spillovers in Financial Markets: Knowledge Bases and Research Fronts (2019)A Bibliometric Review of Vola…The performance of US-based emerging market mutual funds (2017)The performance of US-based e…The impact of unsuccessful pirate attacks on financial markets: Evidence in support of Leeson's reputation-building theory (2016)The impact of unsuccessful pi…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)The Cross‐Section of Volatility and Expected Returns (2006)Capital Market Equilibrium with Restricted Borrowing (1972)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Does the Stock Market Overreact? (1985)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)On the Impossibility of Informationally Efficient Markets (1980)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Asymmetric correlations of equity portfolios (2002)Does financial liberalization spur growth? (2005)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Liquidity and leverage (2008)Market Liquidity and Funding Liquidity (2008)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Value and Momentum Everywhere (2013)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1981The relationship between return and market value of common stocks5,928 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 2005Asset pricing with liquidity risk2,816 cited
  • 1998Value versus Growth: The International Evidence2,233 cited
  • 2000Foreign Speculators and Emerging Equity Markets1,868 cited
  • 1997Emerging equity market volatility1,703 cited
  • 1983International Portfolio Choice and Corporation Finance: A Synthesis1,447 cited
  • 2000Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices1,385 cited
  • 1994Contrarian Investment, Extrapolation, and Risk1,354 cited
  • 2010Individualism and Momentum around the World1,312 cited
  • 2007

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Liquidity and Expected Returns: Lessons from Emerging Markets
1,081 cited

Cited by

  • 2019A Bibliometric Review of Volatility Spillovers in Financial Markets: Knowledge Bases and Research Fronts26 cited
  • 2021Bibliometric study on asset pricing21 cited
  • 2019A guide on empirical tests of the EMH21 cited
  • 2017The performance of US-based emerging market mutual funds20 cited
  • 2016The impact of unsuccessful pirate attacks on financial markets: Evidence in support of Leeson's reputation-building theory4 cited