Factors and risk premia in individual international stock returns
Year of publication: |
2021
|
---|---|
Authors: | Chaieb, Ines ; Langlois, Hugues ; Scaillet, Olivier |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 141.2021, 2, p. 669-692
|
Subject: | Approximate factor model | Emerging markets | International asset pricing | Large panel | Time-varying risk premium | Risikoprämie | Risk premium | CAPM | Kapitaleinkommen | Capital income | Schätzung | Estimation | Schwellenländer | Emerging economies | Welt | World | Faktorenanalyse | Factor analysis | Theorie | Theory | Prognoseverfahren | Forecasting model | Panel | Panel study |
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