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The cross-section of stock returns in frontier emerging markets
16 references·14 citing·18 second hop
The cross-section of stock returns in frontier emerging markets (2012)The cross-section of stock returns in fro…Does globalization affect growth? Evidence from a new index of globalization (2006)Does globalization affect gro…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Culture's Consequences: Comparing Values, Behaviors, Institutions, and Organizations across Nations (2002)Culture's Consequences: Compa…A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…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…Evidence of Predictable Behavior of Security Returns (1990)Evidence of Predictable Behav…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…The relationship between return and market value of common stocks (1981)The relationship between retu…The capital asset pricing model: Some empirical tests (1972)The capital asset pricing mod…Capital Market Equilibrium with Restricted Borrowing (1972)Capital Market Equilibrium wi…A model of investor sentiment /A model of investor sentiment…Financial contagion effects of major crises in African stock markets (2022)Financial contagion effects o…Building Cross-Sectional Systematic Strategies by Learning to Rank (2021)Building Cross-Sectional Syst…Salience Theory and the Cross-Section of Stock Returns: International and Further Evidence (2020)Salience Theory and the Cross…A Comparison of Global Factor Models (2020)A Comparison of Global Factor…The cross-section of returns in frontier equity markets: Integrated or segmented pricing? (2019)The cross-section of returns …The Cross-Section of Emerging Market Stock Returns (2018)The Cross-Section of Emerging…Is there momentum in factor premia? Evidence from international equity markets (2017)Is there momentum in factor p…Dynamic herding analysis in a frontier market (2017)Dynamic herding analysis in a…Conditional dependence between international stock markets: A long memory GARCH-copula model approach (2017)Conditional dependence betwee…Herding in frontier markets: Evidence from African stock exchanges (2016)Herding in frontier markets: …Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas (2015)Modeling dependence structure…Do fund managers herd in frontier markets — and why? (2015)Do fund managers herd in fron…Country selection strategies based on value, size and momentum (2015)Country selection strategies …Frontier stock market integration and the global financial crisis (2014)Frontier stock market integra…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)A five-factor asset pricing model (2014)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Continuous Auctions and Insider Trading (1985)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)Upper Echelons Theory: An Update (2007)The weirdest people in the world? (2010)Dimensionalizing Cultures: The Hofstede Model in Context (2011)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Sentiment and the Cross‐Section of Stock Returns (2006)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2002Culture's Consequences: Comparing Values, Behaviors, Institutions, and Organizations across Nations21,666 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
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1981The relationship between return and market value of common stocks5,928 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • n.d.A model of investor sentiment /4,073 cited
  • 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
  • 2006Does globalization affect growth? Evidence from a new index of globalization3,183 cited
  • 1972Capital Market Equilibrium with Restricted Borrowing3,097 cited
  • 1972The capital asset pricing model: Some empirical tests2,705 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1990Evidence of Predictable Behavior of Security Returns2,702 cited
  • Cited by

    • 2016Herding in frontier markets: Evidence from African stock exchanges106 cited
    • 2020Salience Theory and the Cross-Section of Stock Returns: International and Further Evidence104 cited
    • 2018The Cross-Section of Emerging Market Stock Returns69 cited
    • 2017Dynamic herding analysis in a frontier market59 cited
    • 2014Frontier stock market integration and the global financial crisis57 cited
    • 2017Conditional dependence between international stock markets: A long memory GARCH-copula model approach50 cited
    • 2022Financial contagion effects of major crises in African stock markets45 cited
    • 2015Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas45 cited
    • 2015Do fund managers herd in frontier markets — and why?43 cited
    • 2015Country selection strategies based on value, size and momentum41 cited
    • 2020A Comparison of Global Factor Models40 cited
    • 2017Is there momentum in factor premia? Evidence from international equity markets31 cited
    • 2021Building Cross-Sectional Systematic Strategies by Learning to Rank30 cited
    • 2019The cross-section of returns in frontier equity markets: Integrated or segmented pricing?29 cited