Common risk factors in returns in Asian emerging stock markets

Keyphrases

• Excess Returns 100%
• Explanatory Power 100%
• Asian Emerging Markets 100%
• Fama-French Five-factor Model 100%
• Common Risk Factors 100%
• Hong Kong 50%
• Taiwan 50%
• Risk Factors 50%
• Size Effect 50%
• Cross-sectional Variation 50%
• Stock Returns 50%
• Singapore 50%
• Market Factors 50%
• Book-to-market 50%
• Period Effect 50%
• Fama 50%
• January Effect 50%

Economics, Econometrics and Finance

• Risk Factor 100%
• Factor Model 100%
• Capital Market Returns 50%
• Emerging Economies 50%