Expected investment growth and stock returns in an emerging market

DOI10.1016/J.ECONLET.2021.110008zbMath1471.91510OpenAlexW3183597831MaRDI QIDQ1984417

Nesrin Özkan

Publication date: 16 September 2021

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2021.110008

zbMATH Keywords

Turkeyemerging equity returnsexpected investment growthFama-Macbeth

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• Expected investment and the cross-section of stock returns
• An Augmented q-Factor Model with Expected Growth*

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