Tests of a four-factor asset pricing model : the stock exchange of Thailand
Sasipa Pojanavatee
| Year of publication: |
2020
|
|---|---|
| Authors: | Sasipa Pojanavatee |
| Published in: |
Journal of Asian finance, economics and business : JAFEB. - Seongnam, Gyeonggi, South Korea : Korea Distribution Science Association, ISSN 2288-4645, ZDB-ID 2929132-X. - Vol. 7.2020, 9, p. 117-123
|
| Subject: | Liquidity Risks | Pástor and Stambaugh Model | Stock Returns | Thailand Stock Exchange | Thailand | CAPM | Börse | Bourse | Kapitaleinkommen | Capital income | Schätzung | Estimation | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.13106/jafeb.2020.vol7.no9.117 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012670787