The alternative three-factor model : evidence from the German stock market
Year of publication: |
2018
|
---|---|
Authors: | Kiesel, Florian ; Lübbering, Andreas ; Schiereck, Dirk |
Published in: |
Credit and capital markets : Kredit und Kapital. - Berlin : Duncker & Humblot, ISSN 2199-1227, ZDB-ID 2719821-2. - Vol. 51.2018, 3, p. 389-420
|
Subject: | Multifactor models | cross-section of stock returns | Fama/French three-factor model | Schätzung | Estimation | Kapitaleinkommen | Capital income | Deutschland | Germany | Börsenkurs | Share price | CAPM | Inflationserwartung | Inflation expectations | Aktienmarkt | Stock market | Theorie der Arbeitslosigkeit | Unemployment theory |
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