Review paper
Stock selection strategies in emerging markets
Abstract
We examine the profitability of a broad range of stock selection strategies in 32 emerging markets over the period 1985–1999. Value, momentum and earnings revisions strategies are most successful and generate significant excess returns, in contrast to strategies based on size, liquidity and mean reversion. The performance of the strategies can be enhanced by selecting stocks on multiple characteristics and by incorporating country selection,...
Paper Details
Title
Stock selection strategies in emerging markets
Published Date
Feb 1, 2003
Journal
Volume
10
Issue
1-2
Pages
105 - 132
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