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The cross-section of stock returns in frontier emerging markets · Study

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ArticleThe cross-section of stock returns in frontier emerging markets

Wilma de Groot2012

OA

Articlegreen2012

The cross-section of stock returns in frontier emerging markets

Wilma de Groot · Juan Pang · Laurens A. P. Swinkels

116 citations·0/0 files stored·Journal of Empirical Finance

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1993Common risk factors in the returns on stocks and bonds 2002Culture's Consequences: Comparing Values, Behaviors, Institutions, and Organizations across Nations 1997On Persistence in Mutual Fund Performance 1992The Cross-Section of Expected Stock Returns 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1985Does the Stock Market Overreact?1981The relationship between return and market value of common stocks 1998Investor Psychology and Security Market Under‐ and Overreactions

Cited by

2016Herding in frontier markets: Evidence from African stock exchanges 2020Salience Theory and the Cross-Section of Stock Returns: International and Further Evidence 2018The Cross-Section of Emerging Market Stock Returns 2017Dynamic herding analysis in a frontier market 2014Frontier stock market integration and the global financial crisis 2017Conditional dependence between international stock markets: A long memory GARCH-copula model approach

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Details

Year2012

Typearticle

Published2012-09-07

VenueJournal of Empirical Finance

ISSN-L0927-5398

Languageen

Citations116

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jempfin.2012.08.007

openalex_workW3022284752

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2022Financial contagion effects of major crises in African stock markets

2015Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas