Common risk factors in returns in Asian emerging stock markets

International Business Review

Volumn 14, Issue 6, 2005, Pages 695-717

  Shum, Wai Cheong ^a   Tang, Gordon Y N ^b,c  

^a MACAU UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Macao)

^b HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

^c UNIVERSITY OF SOUTH AUSTRALIA   (Australia)

Author keywords

BE ME factor; Emerging markets; Size effect; Three factor model

Indexed keywords

EID: 29544435019     PISSN: 09695931     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ibusrev.2005.09.001     Document Type: Article

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