Can high trading volume and volatility switch boost momentum to show greater inefficiency and avoid crashes in emerging markets? the economic relationship in factor investing in emerging markets

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Bibliographische Detailangaben
Veröffentlicht in:The quarterly review of economics and finance
1. Verfasser: Teplova, Tamara V. (VerfasserIn)
Weitere Verfasser: Tomtosov, Aleksandr (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2021
Schlagworte:
Emerging markets > Factor investing > Momentum > Multifactor strategy > Trading volume > Volatility switch > Aufsatz in Zeitschrift
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