The determinants of risk premia on the Italian stock market : empirical evidence on common factors in asset pricing models
Year of publication: |
2013
|
---|---|
Authors: | Brighi, Paola ; D'Addona, Stefano ; Della Bina, Antonio Carlo Francesco |
Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 42.2013, 2, p. 103-133
|
Subject: | Aktienmarkt | Stock market | Kapitalmarktrendite | Capital market returns | Risikoprämie | Risk premium | Italien | Italy | 1986-2010 |
-
Brighi, Paola, (2012)
-
CAPM model applied to the Portuguese stock market
Teixeira, Natália, (2023)
-
Idiosyncratic risk and expected returns in frontier markets : evidence from GCC
Bley, Jorg, (2012)
- More ...
-
Too small or too low? : new evidence on the four-factor model
Brighi, Paola, (2013)
-
Brighi, Paola, (2012)
-
Too Small or Too Low? New Evidence on the 4-Factor Model
Brighi, Paola, (2017)
- More ...