Anomalous Returns, Risk Premiums and Diversification: Evidence from Emerging Market
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More about this item
Keywords
Zero-Investment Strategy; Annual Returns; Market Risk; Illiquidity Risk; Diversification.;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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