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The Fama-French five-factor model and emerging market equity returns · Study

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ArticleThe Fama-French five-factor model and emerging market equity returns

Selebogo Mosoeu2020

Article2020

The Fama-French five-factor model and emerging market equity returns

Selebogo Mosoeu · Odongo Kodongo

50 citations·0/0 files stored·The Quarterly Review of Economics and 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 1992The Cross-Section of Expected Stock Returns 2014A five-factor asset pricing model 1973An Intertemporal Capital Asset Pricing Model 2003Liquidity Risk and Expected Stock Returns 1986Economic Forces and the Stock Market 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?1989A Test of the Efficiency of a Given Portfolio

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2021ESG Disclosure and Portfolio Performance

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Year2020

Typearticle

Published2020-11-06

VenueThe Quarterly Review of Economics and Finance

ISSN-L1062-9769

Languageen

Citations50

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.qref.2020.10.023

openalex_workW3095491107

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