Alina Maydybura

University of Dubai

AL MAKTOOM STREET

Dubai, 14143

United Arab Emirates

SCHOLARLY PAPERS

4

DOWNLOADS

351

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Explaining Equity Anomalies In Frontier Markets: A Horserace of Factor Pricing Models

Emerging Markets Finance and Trade, Forthcoming
Number of pages: 51 Posted: 28 May 2019
Montpellier Business School, University of Dubai, AGH University of Science and Technology and University of Dubai
Downloads 114 (347,486)

Abstract:

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equity anomalies, frontier stock markets, empirical asset pricing, factor models, the cross-section of returns

2.

Idiosyncratic Volatility and the Cross-Section of Anomaly Returns: Is Risk Your Ally?

Number of pages: 17 Posted: 16 Aug 2018
Adam Zaremba and Alina Maydybura
Montpellier Business School and University of Dubai
Downloads 114 (345,340)

Abstract:

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equity anomalies, idiosyncratic risk, idiosyncratic volatility, asset allocation, asset pricing, return predictability, the cross-section of stock returns

3.

Where Have the Profits Gone? Market Efficiency and the Disappearing Equity Anomalies in Country and Industry Returns

Journal of Banking and Finance, Vol. 121, No. 105966, 2020
Number of pages: 52 Posted: 02 Mar 2021
Adam Zaremba, Mehmet Umutlu and Alina Maydybura
Montpellier Business School, Yasar University - Department of International Trade and Finance and University of Dubai
Downloads 86 (414,615)
Citation 1

Abstract:

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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

4.

The Cross-Section of Returns in Frontier Equity Markets: Integrated or Segmented Pricing?

Emerging Markets Review, Forthcoming
Number of pages: 54 Posted: 04 Mar 2019
Adam Zaremba and Alina Maydybura
Montpellier Business School and University of Dubai
Downloads 37 (613,793)
Citation 2

Abstract:

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frontier equity markets, factor models, asset pricing, stock market integration and segmentation, the cross-section of returns, size, value, momentum, profitability, investment