Cross-section and GMM/SDF tests of linear factor models
Year of publication: |
2021
|
---|---|
Authors: | Momani, Mohammad Q. M. |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 28.2021, 7, p. 590-593
|
Subject: | asset pricing | beta | cross-section | Fama-French three-factor | G | GMM/SDF | CAPM | Theorie | Theory | Betafaktor | Beta risk | Faktorenanalyse | Factor analysis |
-
Lai, Tsong-yue, (2015)
-
Equilibrium asset pricing and the cross section of expected returns
Vanden, Joel M., (2021)
-
The role of credit default swaps and other alternative betas in hedge fund factor analysis
Black, Keith H., (2012)
- More ...
-
The impact of inflation on the financial sector development: Empirical evidence from Jordan
Batayneh, Khaled, (2021)
-
The impact of inflation on the financial sector development : empirical evidence from Jordan
Batayneh, Khaled, (2021)
-
Revisiting Pastor-Stambaugh liquidity factor
Momani, Mohammad Q. M., (2018)
- More ...