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Return behavior in emerging stock markets (English)

Abstract

This article investigates the behavior of stock returns in the twenty stock markets represented in the International Finance Corporation's Emerging Markets Data Base. The aim is to test for return anomalies and predictability. Using statistical methodologies... See More +

Details

  • Claessens, Stijn; Dasgupta, Susmita; Glen, Jack;
  • 1995/01/31
  • Journal Article
  • 13900
  • 1
  • Return behavior in emerging stock markets
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