Do average higher moments predict aggregate returns in emerging stock markets?
Purpose It has been demonstrated in the US market that expected market excess returns can be predicted using the average higher-order moments of all firms. This study aims to empirically test this theory in emerging markets. Design/methodology/ap...
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| Những tác giả chính: | , , |
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| Formáid: | Bài viết |
| Teanga: | English |
| Foilsithe: |
University of Economics Ho Chi Minh City
2023
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| Rochtain Ar Líne: | https://www.emerald.com/insight/content/doi/10.1108/JABES-08-2021-0140/full/html https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/115467 |
| Clibeanna: |
Cuir Clib Leis
Gan Chlibeanna, Bí ar an gcéad duine leis an taifead seo a chlibeáil!
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| Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
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