Test of the Chen-Roll-Ross macroeconomic factor model: Evidence from Croatian stock market
Year of publication: |
2015
|
---|---|
Authors: | Dolinar, Dolinar ; Orsag, Silvije ; Suman, Paola |
Published in: |
UTMS Journal of Economics. - Skopje : University of Tourism and Management, ISSN 1857-6982. - Vol. 6.2015, 2, p. 185-196
|
Publisher: |
Skopje : University of Tourism and Management |
Subject: | Chen-Roll-Ross | macroeconomic factor model | systematic risk | risk-return | stock market |
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