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Document type:
Zeitschriftenaufsatz 
Author(s):
Hanauer, Matthias X.; Linhart, Martin 
Non-TUM Co-author(s):
nein 
Cooperation:
Title:
Size, Value, and Momentum in Emerging Market Stock Returns: Integrated or Segmented Pricing? 
Abstract:
In this paper, we examine size, value, and momentum patterns in the stock returns of four emerging market regions—Latin America, EMEA, Asia, and BRIC. We document a strong and highly significant value effect, and a strong but less significant momentum effect. Substantial value and momentum premiums are also present for big stocks and the overall premiums are not mainly driven by small stocks. Furthermore, the value patterns in emerging markets are more pronounced than in developed markets. In or...    »
 
Intellectual Contribution:
Discipline-based Research 
Journal title:
Asia-Pacific Journal of Financial Studies 
Journal listet in FT50 ranking:
nein 
Year:
2015 
Journal volume:
44 
Journal issue:
Pages contribution:
175-214 
Fulltext / DOI:
Key publication:
Nein 
Peer reviewed:
Ja 
International:
Ja 
Book review:
Nein 
Commissioned:
not commissioned 
Professional Journal:
Nein 
Interdisciplinarity:
Nein