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Determinants of cross-sectional stock return variations in emerging markets

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  • Ye Bai

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  • Christopher Green

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Suggested Citation

  • Ye Bai & Christopher Green, 2011. "Determinants of cross-sectional stock return variations in emerging markets," Empirical Economics, Springer, vol. 41(1), pages 81-102, August.
  • Handle: RePEc:spr:empeco:v:41:y:2011:i:1:p:81-102
    DOI: 10.1007/s00181-010-0437-9
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    References listed on IDEAS

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    1. repec:eee:intfin:v:50:y:2017:i:c:p:182-203 is not listed on IDEAS

    More about this item

    Keywords

    Cross-sectional stock return variation; Country effects; Industry effects; Emerging markets; Financial development; Legal system; E44; G12; G15; G21; K22; K40;

    JEL classification:

    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • K22 - Law and Economics - - Regulation and Business Law - - - Business and Securities Law
    • K40 - Law and Economics - - Legal Procedure, the Legal System, and Illegal Behavior - - - General

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