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The Cross-Section of Expected Stock Returns: New Evidence from an Emerging Market

Authors :
Vuong Minh Nguyen
Thach Ngoc Pham
Duc Hong Vo
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