Studies of Equity Returns in Emerging Markets: A Literature Review
K. Ozgur Demirtas and
Koray D. Simsek
Emerging Markets Finance and Trade, 2015, vol. 51, issue 4, 757-773
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.
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Persistent link: https://EconPapers.repec.org/RePEc:mes:emfitr:v:51:y:2015:i:4:p:757-773
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