Common risk factors in stock returns in the MENA Region

Research aims: This paper examines risk factors comprising size, value, profitability, investment, momentum and illiquidity to see if they are relevant for the stock markets in the Middle East and North Africa (MENA) region. Design/Methodology/Approach: Stock market data, from January 2007 to Decemb...

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Bibliographic Details
Main Author: Abadi, Rasha Tawfiq Yousif (author)
Other Authors: Silva, Florinda (author)
Format: article
Language:eng
Published: 2019
Subjects:
CAPM
Factor Models
Illiquidity Factor
MENA Market
Social Sciences
Online Access:http://hdl.handle.net/1822/69298
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/69298

Internet

http://hdl.handle.net/1822/69298

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