Fundamental trading strategies in frontier markets

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Volume Title
School of Business | Master's thesis
Date
2014
Major/Subject
Finance
Rahoitus
Mcode
Degree programme
Language
en
Pages
80
Series
Abstract
This thesis aims to be the first paper to study non normalized and industry normalized fundamental trading strategies in the frontier markets. Specifically, I test whether book-to-market (B/M), earnings-to-price (E/P), dividend-to-price (D/P), and EBITDA-to-enterprise value (E/E) strategies can create constant abnormal returns in the frontier markets.
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Keywords
Frontier, markets, portfolio, strategy, industry, normalization, fundamental, valuation, alpha, value
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