Description
Risk and Return in Asian Emerging Markets offers readers a firm insight into the risk and return characteristics of leading Asian emerging market participants by comparing and contrasting behavioral model variables with predictive forecasting methods. Nusret Cakici and Kudret Topyan 1. Introduction 2. Market Capitalization 3. Price Level 4. Beta 5. Total Volatility 6. Idiosyncratic Volatility 7. Short-Term Reversal 8. Momentum 9. Book-to-Market Ratio 10. Multiple Regressions Appendix
