Data for: The cross-section of returns in frontier equity markets: Integrated or segmented pricing?

Published: 12 Feb 2019 | Version 1 | DOI: 10.17632/v92kyyknjx.1
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Description of this data

The file contains the returns on asset pricing factors used in the study.

Experiment data files

This data is associated with the following publication:

The cross-section of returns in frontier equity markets: Integrated or segmented pricing?

Published in: Emerging Markets Review

Latest version

  • Version 1

    2019-02-12

    Published: 2019-02-12

    DOI: 10.17632/v92kyyknjx.1

    Cite this dataset

    Zaremba, Adam; Maydybura, Alina (2019), “Data for: The cross-section of returns in frontier equity markets: Integrated or segmented pricing?”, Mendeley Data, v1 http://dx.doi.org/10.17632/v92kyyknjx.1

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Categories

Finance, Asset Pricing, Emerging Market, Frontier Market

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CC BY NC 3.0 Learn more

The files associated with this dataset are licensed under a Attribution-NonCommercial 3.0 Unported licence.

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You are free to adapt, copy or redistribute the material, providing you attribute appropriately and do not use the material for commercial purposes.

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