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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| 主要な著者: | , , |
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| フォーマット: | 論文 |
| 言語: | English |
| 出版事項: |
University of Economics Ho Chi Minh City
2023
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| オンライン･アクセス: | https://www.emerald.com/insight/content/doi/10.1108/JABES-08-2021-0140/full/html https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/115467 |
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| Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
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