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The Cross-Section of Expected Stock Returns: New Evidence from an Emerging Market
- Source :
- Emerging Markets Finance and Trade. 54:3566-3576
- Publication Year :
- 2018
- Publisher :
- Informa UK Limited, 2018.
-
Abstract
- Over 300 factors have been found to explain the cross-section of expected stock returns. Empirical studies also show that findings from multifactor asset-pricing models have not been consistent in ...
Details
- ISSN :
- 15580938 and 1540496X
- Volume :
- 54
- Database :
- OpenAIRE
- Journal :
- Emerging Markets Finance and Trade
- Accession number :
- edsair.doi...........f065136d65b75004d6b6b9653c0aab69
- Full Text :
- https://doi.org/10.1080/1540496x.2018.1433031