Studies of Equity Returns in Emerging Markets: A Literature Review

被引：17

作者：

Atilgan, Yigit ^{[1
]}

Demirtas, K. Ozgur ^{[1
]}

Simsek, Koray D. ^{[1
]}

机构：

[1] Sabanci Univ, Sch Management, TR-34956 Istanbul, Turkey

来源：

EMERGING MARKETS FINANCE AND TRADE | 2015年 / 51卷 / 04期

关键词：

emerging markets; equity returns; predictability; volatility of equity returns; EXPECTED STOCK RETURNS; FINANCIAL LIBERALIZATION; FOREIGN OWNERSHIP; LIQUIDITY RISK; VOLATILITY; MOMENTUM; PRICES; WORLD; INTEGRATION; EFFICIENCY;

D O I：

10.1080/1540496X.2015.1046347

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

We review the literature on empirical asset pricing in emerging markets. This literature is quite diverse and almost thirty years old. To make this task manageable, we focus on equity markets, limit the topics to return predictability and volatility modeling, and restrict the review to the set of top journals in finance and journals that specialize in emerging markets.

引用

页码：757 / 773

页数：17

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