An application of factor pricing models to the Polish stock market
Adam Zaremba, Anna Czapkiewicz, Jan Jakub Szczygielski, and Vitaly Kaganov
| Year of publication: |
2019
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|---|---|
| Authors: | Zaremba, Adam ; Czapkiewicz, Anna ; Szczygielski, Jan Jakub ; Kaganov, Vitaly |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 55.2019, 9, p. 2039-2056
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| Subject: | asset growth | asset pricing | equity anomalies | factor models | momentum | Poland | Polish stock market | profitability | size | the cross-section of returns | value | Polen | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | CAPM | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2018.1517042 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012210940