Size, value, and momentum in emerging market stock returns

By Nusret Cakici, Frank J Fabozzi 3, Sinan Tan. 2013

308 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/2bcc77450f6169e043f833d7eaf3ba9735c5a5b5

Citations in the corpus

• Social Media Sentiment in International Stock Returns and Trading Activity (2020, unknown): “Griffin (2002) supports that local factor models explain returns better and have lower pricing errors than the global factor model and Cakici, Fabozzi, and Tan (2013) give an evidence that local factors perform better suggesting emerging market segmentation.”