Robustness of Size and Value Effects in Emerging Equity Markets, 1985-2000

By C. B. Barry, Elizabeth Goldreyer, L. Lockwood, Mauricio Rodríguez. 2002

153 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/9b4a86632d343abd49605bb614f2a6d57c9efdd4

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Dick Van Dijk
2. Jaap van der Hart
3. E. Slagter
4. Geert Bekaert
5. Campbell R. Harvey

In Finance

1. Dick Van Dijk
2. Jaap van der Hart
3. E. Slagter
4. Geert Bekaert
5. Campbell R. Harvey
6. Andrew J. Patton

Citations in the corpus

• Stock Selection Strategies in Emerging Markets (2003, background): “For example, Rouwenhorst (1999) excludes the extreme 5% of the past 6month return distribution when forming momentum portfolios, while Barry et al. (2002) omit observations with returns in the upper and lower 1% tails of the returns distribution.”