Test of the Chen-Roll-Ross macroeconomic factor model : evidence from Croatian stock market
Year of publication: |
2015
|
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Authors: | Dolinar, Dolinar ; Orsag, Silvije ; Suman, Paola |
Published in: |
UTMS journal of economics / University of Tourism and Management : international, multidisciplinary journal for the area of south and southeastern Europe. - Skopje : [Verlag nicht ermittelbar], ISSN 1857-6982, ZDB-ID 2616961-7. - Vol. 6.2015, 2, p. 185-196
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Subject: | Chen-Roll-Ross | macroeconomic factor model | systematic risk | risk-return | stock market | Schätzung | Estimation | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Inflationserwartung | Inflation expectations | Faktorenanalyse | Factor analysis |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | hdl:10419/146357 [Handle] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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