The volatility effect in emerging markets
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DOI: 10.1016/j.ememar.2013.02.004
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More about this item
Keywords
Volatility effect; Asset pricing; Emerging markets; CAPM; Alpha; Low volatility;All these keywords.
JEL classification:
- F20 - International Economics - - International Factor Movements and International Business - - - General
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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