Six-factor plus intellectual capital in the capital asset pricing model and excess stock return : empirical evidence in emerging stock markets
Year of publication: |
2023
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Authors: | Maharani, Astrid ; Narsa, I Made |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 11.2023, 2, Art.-No. 2252652, p. 1-17
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Subject: | intellectual capital | capital asset pricing model | emerging stock market | excess stock return | six-factor | CAPM | Kapitaleinkommen | Capital income | Immaterielle Werte | Intangible assets | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price |
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