Stock Selection Strategies in Emerging Markets
By Jaap van der Hart, E. Slagter, Dick Van Dijk. 2003
190 citations recorded by the source corpus.
Subfields: Accounting, Finance, Strategy and Management
View Paper: https://www.semanticscholar.org/paper/baec33924ef6f26c32c912d219e9220fbdf5fef7
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
- Geert Bekaert
- Yangru Wu
- Campbell R. Harvey
- Ronald J. Balvers
- John R. Graham
- Malcolm Baker
- Nemit Shroff
- Craig W. Holden
In Finance
- Geert Bekaert
- Campbell R. Harvey
- Yangru Wu
- Ronald J. Balvers
- Heikki Lehkonen
- Allan G. Timmermann
- Massimo Guidolin
- Andrew Ang
In Strategy and Management
- Campbell R. Harvey
- Geert Bekaert
- Ronald J. Balvers
- Hazem Daouk
- Utpal Bhattacharya
- G. Karolyi
- Peter Blair Henry
- S. Schmukler
Citations in the corpus
- A Machine Learning Framework for Stock Selection (2018, background): “asset selection [1], which selects potentially most profitable assets to invest, portfolio management [2], which distributes fund into the assets to optimize the risk-profit profile, and timing [3], which determines the apposite time to enter or leave the market.”
- Size, Value and Liquidity: Do They Really Matter on an Emerging Stock Market? (2012, unknown): “However, with the exception of van der Hart et al. (2003) and Barry et al. (2002) none of the papers mentioned above include Central and Eastern European stock markets.”
- Momentum and mean reversion across national equity markets (2006, background): “equities and those of Asness et al. (1997), Rouwenhorst (1998), Chan et al. (2000), Griffin et al. (2003), and van der Hart et al. (2002) for international equities.”
- Emerging Markets Finance (2003, methodology): “The revised data from Warnock and Cleaver (2002) also do not include data for Pakistan.”