Marina Arnaut

University of Dubai

AL MAKTOOM STREET

Dubai, 14143

United Arab Emirates

http://https://ud.ac.ae/

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Scholarly Papers (1)

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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
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Abstract:

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