A six-factor extension of the Fama-French asset pricing model : the case of the Polish stock market
Year of publication: |
2022
|
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Authors: | Zsolt Nagy, Bálint ; Dezméri, Tünde |
Published in: |
Argumenta oeconomica. - [Wrocław] : [Wrocław University of Economics], ZDB-ID 2892843-X. - Vol. 49.2022, 2, p. 5-22
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Subject: | multifactor asset pricing | momentum | Warsaw Stock Exchange | Polen | Poland | CAPM | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Börse | Bourse | Börsenkurs | Share price | Schätzung | Estimation |
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