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Can institutions and macroeconomic factors predict stock returns in emerging markets?

✍ Scribed by Narayan, Paresh Kumar; Narayan, Seema; Thuraisamy, Kannan Sivananthan

Book ID: 121725909
Publisher: Elsevier Science
Year: 2014
Tongue: English
Weight: 600 KB
Volume: 19
Category: Article
ISSN: 1566-0141
DOI: 10.1016/j.ememar.2014.04.005

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## Abstract This paper investigates the extent to which global and local economic factors explain returns in emerging stock markets (ESMs). The economic factors are determined using principal components analysis. The results suggest that the local economic variables included in this study can be su