Separating the wheat from the chaff: Understanding portfolio returns in an emerging market
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Narayan, Paresh Kumar & Narayan, Seema & Thuraisamy, Kannan Sivananthan, 2014. "Can institutions and macroeconomic factors predict stock returns in emerging markets?," Emerging Markets Review, Elsevier, vol. 19(C), pages 77-95.
More about this item
KeywordsRandom Matrix Theory; Portfolio optimization; Financial markets and the macroeconomy;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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