What Determines Equity Returns in Emerging Markets?
Foye, James (2024) What Determines Equity Returns in Emerging Markets? Working Paper 29. Centre for Accountancy Finance and Economics (CAFE), Birmingham City Business School, Birmingham City University. (Unpublished)
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CAFE WP 29 - James Foye - What Determines Equity Returns in Emerging Markets.pdf - Draft Version Download (392kB) |
Abstract
Although factor models provide the cornerstone of financial asset pricing, their application to emerging markets has been fragmented and frequently returns inconsistent results. This paper is the first to provide a thorough evaluation of these varied findings, thereby providing a framework to guide future researchers. This not only sheds new light on returns in emerging markets but also offers broader insights into the risk versus mispricing debate in all markets.
| Item Type: | Monograph (Working Paper) | ||||
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| Identification Number: | 29 | ||||
| Dates: |
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| Subjects: | CAH17 - business and management > CAH17-01 - business and management > CAH17-01-07 - finance | ||||
| Divisions: | Faculty of Business, Law and Social Sciences > Birmingham City Business School Faculty of Business, Law and Social Sciences > Birmingham City Business School > Centre for Accountancy Finance and Economics |
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| Depositing User: | James Foye | ||||
| Date Deposited: | 08 May 2024 13:55 | ||||
| Last Modified: | 08 May 2024 13:57 | ||||
| URI: | https://www.open-access.bcu.ac.uk/id/eprint/15457 |
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