Common risk factors in stock returns in the MENA region
Year of publication: |
2019
|
---|---|
Authors: | Abadi, Rasha ; Silva, Florinda |
Published in: |
Asian journal of business and accounting : AJBA. - Kuala Lumpur : Faculty of Business and Accountancy, ISSN 2180-3137, ZDB-ID 2945283-1. - Vol. 12.2019, 2, p. 29-60
|
Subject: | CAPM | Factor Models | Illiquidity Factor | MENA Market | Kapitaleinkommen | Capital income | MENA-Staaten | MENA countries | Risikoprämie | Risk premium | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Betafaktor | Beta risk |
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