Are there significant premiums in the Saudi stock market?
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DOI: 10.1016/j.frl.2016.04.007
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References listed on IDEAS
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Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 62(3), pages 257-266.
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Cited by:
- Saqib Sharif, 2019. "How foreign investors influence stock markets? The Saudi Arabian experience," Middle East Development Journal, Taylor & Francis Journals, vol. 11(1), pages 105-123, January.
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More about this item
Keywords
Saudi stock exchange; Multifactor model; And factor premiums;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G20 - Financial Economics - - Financial Institutions and Services - - - General
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