Can Extension of fundamental Models Cancel the Existence of Abnormal Returns in Emerging Market
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- Type
- article
- Published
- 2008-01-01
- Cited by
- 0
- References
- 27
- OpenAlex
- https://openalex.org/W42262835
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:150914347
Keywords
Inefficiency, Market liquidity, Economics, Efficient-market hypothesis, Econometrics
References
- Adaptive Learning by Genetic Algorithms, Analytical Results and Applications to Economic Models, 2nd extended and revised edition
- Beta, Firm Size, Book-to-Market Equity and Stock Returns
- Common risk factors in the returns on stocks and bonds
- Size and book to market effects and the Fama French three factor asset pricing model: evidence from the Australian stockmarket
- An Examination of the Fama and French Three-Factor Model Using Commercially Available Factors
- Liquidity of emerging markets
- The Book-to-Market and Size Effects in a General Asset Pricing Model: Evidence from Seven National Markets
- Volatility increases subsequent to stock splits: An empirical aberration
- The decision to voluntarily provide an IPO prospectus earnings forecast
- Another Look at the Cross-section of Expected Stock Returns
- Value Versus Growth: The International Evidence
- Risk, Return, and Equilibrium: Empirical Tests
- Detecting Long-Run Abnormal Stock Returns: The Empirical Power and Specification of Test Statistics
- The relationship between return and market value of common stocks
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Using daily stock returns: The case of event studies
- An Unconditional Asset-Pricing Test and the Role of Firm Size as an Instrumental Variable for Risk
- Book‐to‐Market Equity, Distress Risk, and Stock Returns
- Commonality in Liquidity
- Contrarian Investment, Extrapolation, and Risk
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