Can investor heterogeneity be used to explain the cross-section of average stock returns in emerging markets?

Journal of International Money and Finance

Volumn 28, Issue 4, 2009, Pages 648-670

  Jung, Chan Shik ^a   Lee, Dong Wook ^a   Park, Kyung Suh ^a  

^a Korea University   (South Korea)

Author keywords

Emerging market; Factor model; Investor heterogeneity; Multivariate proxies for tangency portfolio

Indexed keywords

EID: 64549133367     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2009.01.007     Document Type: Article

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