Matches in SemOpenAlex for { <https://semopenalex.org/work/W2981327327> ?p ?o ?g. }
- W2981327327 endingPage "165" @default.
- W2981327327 startingPage "165" @default.
- W2981327327 abstract "The last three decades brought mounting evidence regarding the cross-sectional predictability of country equity returns. The studies not only documented country-level counterparts of well-established stock-level anomalies, such as size, value, or momentum, but also demonstrated some unique return-predicting signals such as fund flows or political regimes. Nonetheless, the different studies vary remarkably in terms of their dataset and methods employed. This study aims to provide a comprehensive review of the current literature on the cross-section of country equity returns. We focus on three particular aspects of the asset pricing literature. First, we study the choice of dataset and sample preparation methods. Second, we survey different aspects of the methodological approaches. Last but not least, we review the country-level equity anomalies discovered so far. The discussed cross-sectional return patterns not only provide new insights into international asset pricing but can also be potentially translated into effective country allocation strategies." @default.
- W2981327327 created "2019-11-01" @default.
- W2981327327 creator A5003712411 @default.
- W2981327327 date "2019-10-28" @default.
- W2981327327 modified "2023-10-16" @default.
- W2981327327 title "The Cross Section of Country Equity Returns: A Review of Empirical Literature" @default.
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