AL MAKTOOM STREET
Dubai, 14143
United Arab Emirates
University of Dubai
equity anomalies, idiosyncratic risk, idiosyncratic volatility, asset allocation, asset pricing, return predictability, the cross-section of stock returns
equity anomalies, frontier stock markets, empirical asset pricing, factor models, the cross-section of returns
equity anomalies, return predictability, international investment, country returns, industry returns, investor learning, market efficiency, value, size, momentum, low-risk, seasonality, long-run reversal, behavioural finance, structural breaks
frontier equity markets, factor models, asset pricing, stock market integration and segmentation, the cross-section of returns, size, value, momentum, profitability, investment
