Quality investing in CEE emerging markets

Using sorting, cross-sectional tests, regression, and tests of a monotonic relation, the study examines the return patterns related to seven distinct quality characteristics: accruals, bid-ask spread, balance sheet liquidity, profitability, leverage, payout ratio and turnover. The investigation of...

Full description

Bibliographic Details
Main Author: Adam Zaremba
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2014-12-01
Series:Business, Management and Education
Subjects:
Online Access:http://journals.vgtu.lt/index.php/BME/article/view/3504