Value and Momentum in Frontier Emerging Markets
Authors: Wilma de Groot Juan Pang Laurens A.P. Swinkels Submission Date: September 14, 2010 Abstract: The article documents the presence of economically and statistically significant value and momentum effects in the new emerging equity markets in the world, the so-called frontier emerging markets. The results serve as out-of-sample evidence for the existence of value and momentum effects … Read more
