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  • © 2014

Risk and Return in Asian Emerging Markets

A Practitioner’s Guide

Palgrave Macmillan

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Table of contents (10 chapters)

  1. Front Matter

    Pages i-ix
  2. Introduction

    • Nusret Cakici, Kudret Topyan
    Pages 1-11
  3. Market Capitalization

    • Nusret Cakici, Kudret Topyan
    Pages 13-27
  4. Price Level

    • Nusret Cakici, Kudret Topyan
    Pages 29-41
  5. Beta

    • Nusret Cakici, Kudret Topyan
    Pages 43-58
  6. Total Volatility

    • Nusret Cakici, Kudret Topyan
    Pages 59-71
  7. Idiosyncratic Volatility

    • Nusret Cakici, Kudret Topyan
    Pages 73-89
  8. Short-Term Reversal

    • Nusret Cakici, Kudret Topyan
    Pages 91-103
  9. Momentum

    • Nusret Cakici, Kudret Topyan
    Pages 105-119
  10. Book-to-Market Ratio

    • Nusret Cakici, Kudret Topyan
    Pages 121-133
  11. Multiple Regressions

    • Nusret Cakici, Kudret Topyan
    Pages 135-183
  12. Back Matter

    Pages 185-212

About this book

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.

About the authors

Nusret Cakici is Professor of Finance at Fordham University, USA. He has published more than 30 articles in finance journals, including the Journal of Finance, Journal of Financial and Quantitative Analysis, and Journal of Empirical Finance. His research addresses issues in derivatives, corporate finance, international finance, risk management, and investments. He is conducting research on investment strategies, cross-section of expected returns, and value at risk.

Kudret Topyan is Professor of Economics and Finance at Manhattan College School of Business, USA. He has published economics and finance articles in many professional journals including Oxford Bulletin of Economics and Statistics, Journal of Computational Finance, and Emerging Markets Finance and Trade. His recent research focuses on equity valuation in emerging markets. Topyan is a co-recipient of the prestigious 2011 Hong Kong Capital Markets Research Award and is also an active trainer in the community banking industry.

Bibliographic Information

Buy it now

Buying options

eBook USD 39.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 54.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access