Financial frictions and stock return: A novel least minus more frictional factor for asset pricing models in emerging economies.
The primary objective of this study is to empirically evaluate the role of various levels of financial friction in explaining stock returns through different asset pricing models. This study enhances asset pricing model estimates by incorporating diverse levels of financial friction by introducing a...
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| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2025-01-01
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| Series: | PLoS ONE |
| Online Access: | https://doi.org/10.1371/journal.pone.0325917 |
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