Estimating Short run and Long run Coefficients of Fundamentals Factors with Growth and Momentum Factor: Evidence from Emerging Markets
This study examines the long term relationship of risk premium and fundamental factors in emerging stock markets of China, India and Pakistan keeping in view leading contribution of Fama and French (1992) and Carhart (1997) models. Contrary to the macroeconomic multifactor models, this study incorpo...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Wollongong
2016-12-01
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| Series: | Australasian Accounting, Business and Finance Journal |
| Subjects: | |
| Online Access: | http://ro.uow.edu.au/aabfj/vol10/iss4/3 |